+11.1%
RDW vs BHP
+53.4%
-42.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -7.8% |
| 7D | -14.3% | -2.5% | -11.8% | -12.0% |
| 30D | -26.0% | -7.7% | -18.3% | -19.1% |
| 3M | -27.4% | -6.4% | -21.0% | -23.1% |
| 6M | -10.6% | +5.2% | -15.8% | -20.4% |
| YTD | +1.6% | +38.3% | -36.7% | -39.0% |
| 1Y | +11.1% | +53.4% | -42.3% | -40.5% |
| All | +11.1% | +53.4% | -42.4% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling