+9,030.3%
ROL vs BHP
+7,909.4%
+1,120.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -1.4% | -2.9% | +1.5% | -0.8% |
| 30D | -4.1% | +3.4% | -7.5% | -4.9% |
| 3M | -22.5% | +4.1% | -26.6% | -23.7% |
| 6M | -37.7% | +20.6% | -58.2% | -41.1% |
| YTD | -39.6% | +56.1% | -95.6% | -46.5% |
| 1Y | -36.0% | +69.6% | -105.6% | -44.6% |
| 3Y | -5.1% | +78.8% | -84.0% | -20.4% |
| 5Y | -3.4% | +113.1% | -116.4% | -24.5% |
| 10Y | +215.2% | +505.9% | -290.6% | +79.5% |
| All | +9,030.3% | +7,909.4% | +1,120.9% | +3,292.0% |
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