+291.1%
ROIV vs BHP
+116.1%
+175.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +0.9% | +3.7% |
| 7D | +13.3% | +3.5% | +9.8% | +12.4% |
| 30D | +14.8% | -4.5% | +19.2% | +16.0% |
| 3M | +11.9% | -6.4% | +18.3% | +13.7% |
| 6M | +42.4% | -0.1% | +42.5% | +41.8% |
| YTD | +87.4% | +43.0% | +44.4% | +70.9% |
| 1Y | +97.2% | +56.5% | +40.7% | +76.0% |
| 3Y | +375.7% | +62.0% | +313.6% | +314.4% |
| 5Y | +379.0% | +130.4% | +248.7% | +329.2% |
| All | +291.1% | +116.1% | +175.0% | +256.3% |
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 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