+26.5%
RIO vs BHP
+48.4%
-21.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.3% | -0.1% |
| 7D | -0.1% | -4.0% | +3.9% | +3.1% |
| 30D | -13.3% | -9.7% | -3.6% | -6.0% |
| 3M | -16.3% | -10.2% | -6.1% | -9.0% |
| 6M | -15.4% | +1.3% | -16.8% | -16.7% |
| YTD | +9.2% | +35.6% | -26.5% | -14.9% |
| 1Y | +26.5% | +47.5% | -21.0% | -5.9% |
| All | +26.5% | +48.4% | -21.9% | -5.9% |
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