+92.4%
ROIV vs BHP
+53.4%
+39.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.5% | +5.3% |
| 7D | +3.0% | -2.5% | +5.5% | +3.8% |
| 30D | +6.8% | -7.7% | +14.6% | +9.6% |
| 3M | +10.5% | -6.4% | +16.9% | +12.9% |
| 6M | +34.8% | +5.2% | +29.6% | +31.3% |
| YTD | +76.2% | +38.3% | +37.9% | +61.1% |
| 1Y | +92.4% | +53.4% | +39.0% | +66.3% |
| All | +92.4% | +53.4% | +39.0% | +66.3% |
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