-36.9%
RKT vs BHP
+71.4%
-108.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.5% | +0.8% |
| 7D | -7.2% | -3.7% | -3.5% | -5.6% |
| 30D | -7.9% | -0.8% | -7.0% | -7.8% |
| 3M | +5.2% | +7.6% | -2.4% | +0.1% |
| 6M | -14.9% | +20.8% | -35.7% | -24.8% |
| YTD | -31.9% | +50.8% | -82.6% | -42.2% |
| 1Y | -36.9% | +70.9% | -107.8% | -47.6% |
| All | -36.9% | +71.4% | -108.3% | -47.6% |
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