-22.2%
RKT vs BHP
+164.3%
-186.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +2.1% | -2.9% | +5.0% | +3.5% |
| 30D | +1.4% | +3.4% | -1.9% | -0.2% |
| 3M | +6.3% | +4.1% | +2.2% | +3.7% |
| 6M | -15.5% | +20.6% | -36.0% | -22.9% |
| YTD | -27.4% | +56.1% | -83.4% | -41.0% |
| 1Y | -26.6% | +69.6% | -96.2% | -42.8% |
| 3Y | +41.2% | +78.8% | -37.6% | +7.6% |
| 5Y | -6.4% | +113.1% | -119.5% | -33.5% |
| All | -22.2% | +164.3% | -186.5% | -48.5% |
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 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