+2.0%
RDW vs BHP
+95.0%
-93.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.1% |
| 7D | +0.9% | -3.6% | +4.5% | +3.2% |
| 30D | -21.3% | -1.2% | -20.1% | -21.0% |
| 3M | -37.9% | +1.2% | -39.1% | -38.6% |
| 6M | +12.3% | +21.4% | -9.1% | -0.3% |
| YTD | +39.7% | +50.4% | -10.7% | +10.7% |
| 1Y | +25.7% | +67.5% | -41.8% | -5.8% |
| 3Y | +230.8% | +72.8% | +158.0% | +139.8% |
| 5Y | -8.8% | +112.6% | -121.4% | -38.0% |
| All | +2.0% | +95.0% | -93.0% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling