+47.5%
ROK vs BHP
+110.7%
-63.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -1.2% | -3.6% | +2.4% | 0.0% |
| 30D | -4.8% | -1.2% | -3.6% | -4.6% |
| 3M | -6.1% | +1.2% | -7.3% | -7.1% |
| 6M | +15.5% | +21.4% | -5.9% | +6.4% |
| YTD | +11.2% | +50.4% | -39.2% | -5.6% |
| 1Y | +23.8% | +67.5% | -43.7% | +1.0% |
| 3Y | +53.1% | +72.8% | -19.7% | +21.2% |
| All | +47.5% | +110.7% | -63.2% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling