+88.7%
RIG vs BHP
+65.8%
+22.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.4% | -2.4% |
| 7D | +0.9% | -5.0% | +5.8% | +1.8% |
| 30D | +13.8% | +1.2% | +12.6% | +13.6% |
| 3M | -6.4% | +1.8% | -8.2% | -6.8% |
| 6M | -8.2% | +18.0% | -26.2% | -12.4% |
| YTD | +41.6% | +52.7% | -11.1% | +27.6% |
| 1Y | +88.7% | +66.0% | +22.7% | +70.0% |
| All | +88.7% | +65.8% | +22.9% | +70.0% |
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