-10.4%
RKT vs BHP
+53.4%
-63.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.6% | +6.1% | +7.5% |
| 7D | +29.7% | -2.5% | +32.3% | +31.2% |
| 30D | +28.5% | -7.7% | +36.2% | +33.4% |
| 3M | +6.4% | -6.4% | +12.7% | +8.9% |
| 6M | +7.1% | +5.2% | +2.0% | +0.1% |
| YTD | -22.5% | +38.3% | -60.8% | -36.0% |
| 1Y | -10.4% | +53.4% | -63.8% | -29.1% |
| All | -10.4% | +53.4% | -63.9% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling