+106.6%
RIOT vs BHP
+72.0%
+34.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.3% | +0.2% | 0.0% |
| 7D | -0.9% | -3.7% | +2.8% | +2.7% |
| 30D | +3.5% | -0.8% | +4.4% | +4.3% |
| 3M | -13.0% | +7.6% | -20.6% | -19.0% |
| 6M | +43.1% | +20.8% | +22.3% | +22.0% |
| YTD | +65.4% | +50.8% | +14.6% | +19.5% |
| 1Y | +27.7% | +70.9% | -43.2% | -16.3% |
| All | +106.6% | +72.0% | +34.6% | +22.5% |
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