+4,867.9%
RIO vs BHP
+6,881.8%
-2,014.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.6% |
| 7D | -0.9% | -0.5% | -0.4% | -0.6% |
| 30D | -9.1% | -4.5% | -4.6% | -5.9% |
| 3M | -13.7% | -6.9% | -6.8% | -9.0% |
| 6M | -24.3% | -10.6% | -13.8% | -18.0% |
| YTD | +8.9% | +37.2% | -28.3% | -14.8% |
| 1Y | +22.7% | +48.0% | -25.4% | -9.5% |
| 3Y | +51.2% | +52.6% | -1.4% | +8.0% |
| 5Y | +88.1% | +116.5% | -28.3% | +3.6% |
| 10Y | +352.3% | +334.9% | +17.4% | +48.4% |
| All | +4,867.9% | +6,881.8% | -2,014.0% | +816.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling