-4.7%
ROL vs BHP
+121.9%
-126.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.3% | -2.7% |
| 7D | -3.4% | +1.3% | -4.7% | -3.5% |
| 30D | -6.9% | +4.0% | -10.9% | -7.3% |
| 3M | -24.6% | +12.3% | -36.9% | -25.6% |
| 6M | -39.5% | +30.8% | -70.4% | -41.7% |
| YTD | -41.1% | +58.8% | -99.9% | -44.6% |
| 1Y | -37.9% | +76.8% | -114.8% | -42.5% |
| 3Y | +0.8% | +87.5% | -86.7% | -8.7% |
| 5Y | -4.7% | +123.9% | -128.6% | -17.2% |
| All | -4.7% | +121.9% | -126.6% | -17.2% |
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