+10.6%
ROP vs BHP
+53.4%
-42.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.4% | +4.5% |
| 7D | +11.7% | -2.5% | +14.2% | +11.0% |
| 30D | +35.5% | -7.7% | +43.2% | +33.7% |
| 3M | +25.6% | -6.4% | +32.0% | +24.6% |
| 6M | +39.3% | +5.2% | +34.1% | +41.9% |
| YTD | +11.6% | +38.3% | -26.7% | +17.4% |
| 1Y | +10.6% | +53.4% | -42.8% | +13.3% |
| All | +10.6% | +53.4% | -42.8% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling