+50.6%
ROK vs BHP
+72.0%
-21.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | +1.1% |
| 7D | -1.6% | -3.7% | +2.1% | -0.1% |
| 30D | -5.4% | -0.8% | -4.6% | -5.3% |
| 3M | -4.0% | +7.6% | -11.6% | -7.8% |
| 6M | +13.3% | +20.8% | -7.5% | +3.1% |
| YTD | +9.3% | +50.8% | -41.4% | -9.9% |
| 1Y | +25.8% | +70.9% | -45.1% | -2.1% |
| All | +50.6% | +72.0% | -21.4% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling