-31.4%
ROL vs BHP
+46.1%
-77.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.8% | +2.5% |
| 7D | +3.0% | -0.5% | +3.5% | +3.0% |
| 30D | +19.8% | -4.5% | +24.3% | +19.5% |
| 3M | +7.9% | -6.9% | +14.8% | +7.5% |
| 6M | -25.6% | -10.6% | -15.1% | -25.4% |
| YTD | -34.1% | +37.2% | -71.3% | -35.0% |
| 1Y | -31.4% | +48.0% | -79.4% | -31.8% |
| All | -31.4% | +46.1% | -77.5% | -31.8% |
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 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