+15.0%
ROL vs BHP
+127.2%
-112.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | +3.4% | +3.8% | -0.4% | +3.1% |
| 30D | +20.8% | -6.5% | +27.2% | +21.4% |
| 3M | +3.7% | -8.5% | +12.3% | +4.4% |
| 6M | -27.7% | -2.2% | -25.5% | -27.9% |
| YTD | -34.9% | +40.0% | -74.9% | -38.1% |
| 1Y | -33.3% | +51.3% | -84.6% | -37.2% |
| 3Y | +4.3% | +56.5% | -52.2% | -3.6% |
| 5Y | +15.0% | +130.2% | -115.2% | -2.8% |
| All | +15.0% | +127.2% | -112.3% | -2.8% |
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