-68.1%
RGTI vs BHP
+53.4%
-121.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.4% | -1.6% |
| 7D | -9.6% | -2.5% | -7.1% | -7.2% |
| 30D | -26.0% | -7.7% | -18.3% | -19.4% |
| 3M | -35.8% | -6.4% | -29.4% | -31.6% |
| 6M | -36.7% | +5.2% | -41.8% | -39.7% |
| YTD | -49.4% | +38.3% | -87.7% | -63.6% |
| 1Y | -68.1% | +53.4% | -121.5% | -80.3% |
| All | -68.1% | +53.4% | -121.6% | -80.3% |
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