+9,732.8%
ROL vs BHP
+7,085.6%
+2,647.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | +3.4% | +3.8% | -0.4% | +2.5% |
| 30D | +20.8% | -6.5% | +27.2% | +22.4% |
| 3M | +3.7% | -8.5% | +12.3% | +5.4% |
| 6M | -27.7% | -2.2% | -25.5% | -28.2% |
| YTD | -34.9% | +40.0% | -74.9% | -41.1% |
| 1Y | -33.3% | +51.3% | -84.6% | -40.8% |
| 3Y | +4.3% | +56.5% | -52.2% | -9.9% |
| 5Y | +15.0% | +130.2% | -115.2% | -12.3% |
| 10Y | +214.7% | +336.5% | -121.8% | +94.0% |
| All | +9,732.8% | +7,085.6% | +2,647.3% | +3,632.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling