+230.8%
RDW vs BHP
+71.6%
+159.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.1% |
| 7D | +0.9% | -3.6% | +4.5% | +4.3% |
| 30D | -21.3% | -1.2% | -20.1% | -21.1% |
| 3M | -37.9% | +1.2% | -39.1% | -39.3% |
| 6M | +12.3% | +21.4% | -9.1% | -8.1% |
| YTD | +39.7% | +50.4% | -10.7% | -5.6% |
| 1Y | +25.7% | +67.5% | -41.8% | -22.5% |
| 3Y | +230.8% | +72.8% | +158.0% | +66.8% |
| All | +230.8% | +71.6% | +159.3% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling