+273.8%
ROIV vs BHP
+108.3%
+165.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.7% |
| 7D | +5.3% | +0.9% | +4.4% | +5.1% |
| 30D | +11.9% | -6.3% | +18.1% | +13.7% |
| 3M | +10.7% | -7.1% | +17.8% | +12.7% |
| 6M | +34.9% | -3.2% | +38.1% | +35.4% |
| YTD | +79.2% | +37.9% | +41.3% | +64.9% |
| 1Y | +89.0% | +49.7% | +39.3% | +70.5% |
| 3Y | +337.3% | +51.7% | +285.7% | +286.7% |
| 5Y | +402.3% | +122.0% | +280.3% | +353.8% |
| All | +273.8% | +108.3% | +165.5% | +243.7% |
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