+184.4%
ROP vs BHP
+333.8%
-149.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | +28.8% | -4.5% | +33.3% | +29.9% |
| 3M | +21.1% | -6.9% | +27.9% | +22.6% |
| 6M | +52.5% | -10.6% | +63.1% | +55.0% |
| YTD | +8.9% | +37.2% | -28.3% | -3.5% |
| 1Y | +8.2% | +48.0% | -39.8% | -6.4% |
| 3Y | -5.2% | +52.6% | -57.7% | -20.5% |
| 5Y | +1.7% | +116.5% | -114.7% | -27.8% |
| All | +184.4% | +333.8% | -149.4% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling