+53.1%
RGTI vs BHP
+89.0%
-35.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | +3.2% |
| 7D | -0.1% | -3.7% | +3.6% | +2.4% |
| 30D | -16.2% | -0.8% | -15.3% | -15.8% |
| 3M | -22.0% | +7.6% | -29.6% | -25.8% |
| 6M | -10.8% | +20.8% | -31.6% | -20.1% |
| YTD | -31.6% | +50.8% | -82.3% | -46.7% |
| 1Y | -6.4% | +70.9% | -77.3% | -32.5% |
| 3Y | +665.7% | +78.0% | +587.7% | +431.9% |
| 5Y | +55.6% | +113.1% | -57.4% | +6.1% |
| All | +53.1% | +89.0% | -35.8% | +4.1% |
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