+6,084.9%
RIO vs BHP
+7,841.9%
-1,757.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.7% |
| 7D | 0.0% | -2.9% | +2.9% | +2.2% |
| 30D | +4.0% | +3.4% | +0.6% | +1.4% |
| 3M | +0.1% | +4.1% | -3.9% | -3.2% |
| 6M | +12.7% | +20.6% | -7.9% | -2.6% |
| YTD | +35.6% | +56.1% | -20.5% | -3.7% |
| 1Y | +73.7% | +69.6% | +4.1% | +15.6% |
| 3Y | +93.3% | +78.8% | +14.5% | +22.7% |
| 5Y | +92.4% | +113.1% | -20.6% | +7.2% |
| 10Y | +606.9% | +505.9% | +101.1% | +82.0% |
| All | +6,084.9% | +7,841.9% | -1,757.0% | +937.0% |
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 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