+51.2%
RIO vs BHP
+53.3%
-2.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.6% |
| 7D | -0.9% | -0.5% | -0.4% | -0.5% |
| 30D | -9.1% | -4.5% | -4.6% | -5.8% |
| 3M | -13.7% | -6.9% | -6.8% | -8.8% |
| 6M | -24.3% | -10.6% | -13.8% | -17.8% |
| YTD | +8.9% | +37.2% | -28.3% | -15.9% |
| 1Y | +22.7% | +48.0% | -25.4% | -10.7% |
| 3Y | +51.2% | +52.6% | -1.4% | +5.5% |
| All | +51.2% | +53.3% | -2.2% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling