+584.5%
RIO vs BHP
+496.8%
+87.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.8% |
| 7D | -3.2% | -3.6% | +0.4% | -0.2% |
| 30D | +0.9% | -1.2% | +2.1% | +1.9% |
| 3M | -1.4% | +1.2% | -2.6% | -2.8% |
| 6M | +10.9% | +21.4% | -10.5% | -6.8% |
| YTD | +31.2% | +50.4% | -19.2% | -8.5% |
| 1Y | +67.9% | +67.5% | +0.4% | +6.4% |
| 3Y | +88.8% | +72.8% | +16.0% | +14.7% |
| 5Y | +93.1% | +112.6% | -19.5% | -3.2% |
| All | +584.5% | +496.8% | +87.7% | +34.1% |
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 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