+345.8%
RIO vs BHP
+333.8%
+12.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.7% |
| 7D | -0.9% | -0.5% | -0.4% | -0.5% |
| 30D | -9.1% | -4.5% | -4.6% | -5.6% |
| 3M | -13.7% | -6.9% | -6.8% | -8.5% |
| 6M | -24.3% | -10.6% | -13.8% | -17.4% |
| YTD | +8.9% | +37.2% | -28.3% | -18.0% |
| 1Y | +22.7% | +48.0% | -25.4% | -13.6% |
| 3Y | +51.2% | +52.6% | -1.4% | +2.1% |
| 5Y | +88.1% | +116.5% | -28.3% | -7.2% |
| All | +345.8% | +333.8% | +12.1% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling