-34.1%
ROL vs BHP
+49.1%
-83.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.6% |
| 7D | -1.7% | +2.5% | -4.1% | -1.5% |
| 30D | +18.5% | -5.2% | +23.8% | +18.3% |
| 3M | +4.3% | -8.7% | +13.1% | +4.0% |
| 6M | -27.7% | -6.9% | -20.9% | -27.6% |
| YTD | -35.8% | +39.0% | -74.7% | -36.9% |
| 1Y | -34.1% | +48.9% | -83.0% | -35.1% |
| All | -34.1% | +49.1% | -83.2% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling