+24,936.4%
ROP vs BHP
+5,358.0%
+19,578.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.2% | -3.5% |
| 7D | -4.4% | -2.9% | -1.5% | -3.6% |
| 30D | +3.2% | +3.4% | -0.1% | +2.1% |
| 3M | +23.1% | +4.1% | +19.0% | +20.4% |
| 6M | +13.3% | +20.6% | -7.3% | +4.8% |
| YTD | -7.9% | +56.1% | -63.9% | -22.2% |
| 1Y | -22.1% | +69.6% | -91.7% | -36.2% |
| 3Y | -16.8% | +78.8% | -95.6% | -34.5% |
| 5Y | -13.5% | +113.1% | -126.6% | -38.3% |
| 10Y | +137.7% | +505.9% | -368.2% | +13.1% |
| All | +24,936.4% | +5,358.0% | +19,578.5% | +7,138.5% |
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