+9,602.3%
ROL vs BHP
+7,031.6%
+2,570.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.0% |
| 7D | -1.7% | +2.5% | -4.1% | -2.3% |
| 30D | +18.5% | -5.2% | +23.8% | +19.8% |
| 3M | +4.3% | -8.7% | +13.1% | +6.1% |
| 6M | -27.7% | -6.9% | -20.9% | -27.4% |
| YTD | -35.8% | +39.0% | -74.7% | -41.8% |
| 1Y | -34.1% | +48.9% | -83.0% | -41.3% |
| 3Y | +2.9% | +55.4% | -52.4% | -11.0% |
| 5Y | +12.7% | +119.2% | -106.5% | -12.9% |
| 10Y | +212.6% | +340.5% | -127.9% | +92.2% |
| All | +9,602.3% | +7,031.6% | +2,570.8% | +3,589.8% |
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 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