+95.9%
RIO vs BHP
+81.6%
+14.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +1.0% | +0.9% | +0.1% | +0.2% |
| 30D | +4.0% | +4.0% | 0.0% | +0.8% |
| 3M | +4.5% | +11.3% | -6.7% | -4.3% |
| 6M | +17.3% | +29.3% | -12.0% | -4.9% |
| YTD | +36.2% | +59.2% | -23.0% | -6.7% |
| 1Y | +76.1% | +80.8% | -4.7% | +8.8% |
| All | +95.9% | +81.6% | +14.3% | +18.1% |
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 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