+205.1%
ROL vs BHP
+498.2%
-293.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +1.0% |
| 7D | -3.2% | -3.7% | +0.5% | -2.6% |
| 30D | -6.6% | -0.8% | -5.8% | -6.6% |
| 3M | -27.3% | +7.6% | -34.9% | -28.6% |
| 6M | -38.1% | +20.8% | -58.9% | -40.8% |
| YTD | -41.8% | +50.8% | -92.5% | -46.9% |
| 1Y | -37.8% | +70.9% | -108.7% | -44.8% |
| 3Y | -0.3% | +78.0% | -78.3% | -13.8% |
| 5Y | -5.1% | +113.1% | -118.2% | -23.5% |
| All | +205.1% | +498.2% | -293.1% | +86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling