-5.2%
ROP vs BHP
+53.3%
-58.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | +28.8% | -4.5% | +33.3% | +28.9% |
| 3M | +21.1% | -6.9% | +27.9% | +21.3% |
| 6M | +52.5% | -10.6% | +63.1% | +53.4% |
| YTD | +8.9% | +37.2% | -28.3% | +2.4% |
| 1Y | +8.2% | +48.0% | -39.8% | +0.1% |
| 3Y | -5.2% | +52.6% | -57.7% | -16.3% |
| All | -5.2% | +53.3% | -58.5% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling