-41.5%
RIG vs BHP
+5,291.4%
-5,332.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.3% | -2.6% |
| 7D | -2.7% | +1.3% | -4.0% | -3.4% |
| 30D | +9.5% | +4.0% | +5.5% | +6.7% |
| 3M | -6.6% | +12.3% | -18.9% | -14.2% |
| 6M | -2.9% | +30.8% | -33.7% | -20.4% |
| YTD | +39.5% | +58.8% | -19.3% | +1.1% |
| 1Y | +82.3% | +76.8% | +5.4% | +22.3% |
| 3Y | -29.6% | +87.5% | -117.0% | -54.5% |
| 5Y | +63.2% | +123.9% | -60.7% | -4.6% |
| 10Y | -45.0% | +504.4% | -549.4% | -78.7% |
| All | -41.5% | +5,291.4% | -5,332.8% | -88.2% |
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