+235.9%
ROIV vs BHP
+135.8%
+100.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.6% |
| 7D | +0.6% | -2.9% | +3.5% | +1.3% |
| 30D | +1.0% | +3.4% | -2.4% | +0.1% |
| 3M | +18.3% | +4.1% | +14.2% | +16.8% |
| 6M | +18.3% | +20.6% | -2.3% | +12.3% |
| YTD | +61.0% | +56.1% | +4.9% | +43.6% |
| 1Y | +177.9% | +69.6% | +108.3% | +142.5% |
| 3Y | +199.1% | +78.8% | +120.2% | +154.2% |
| 5Y | +250.7% | +113.1% | +137.7% | +207.1% |
| All | +235.9% | +135.8% | +100.1% | +199.4% |
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