+588.9%
RVMD vs BHP
+110.7%
+478.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -3.0% | -3.6% | +0.6% | -1.7% |
| 30D | -0.7% | -1.2% | +0.5% | -0.5% |
| 3M | +36.5% | +1.2% | +35.4% | +35.3% |
| 6M | +104.6% | +21.4% | +83.2% | +88.7% |
| YTD | +155.8% | +50.4% | +105.4% | +115.9% |
| 1Y | +340.7% | +67.5% | +273.2% | +254.5% |
| 3Y | +519.9% | +72.8% | +447.1% | +379.0% |
| All | +588.9% | +110.7% | +478.2% | +390.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling