-20.0%
ROP vs BHP
+81.6%
-101.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -6.1% | +0.9% | -7.0% | -6.2% |
| 30D | -3.4% | +4.0% | -7.4% | -3.6% |
| 3M | +16.7% | +11.3% | +5.4% | +15.9% |
| 6M | +8.1% | +29.3% | -21.3% | +5.1% |
| YTD | -11.7% | +59.2% | -70.9% | -17.7% |
| 1Y | -24.2% | +80.8% | -105.1% | -31.5% |
| All | -20.0% | +81.6% | -101.6% | -30.9% |
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