+617.4%
RVMD vs BHP
+200.9%
+416.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.0% |
| 7D | -1.2% | +1.3% | -2.5% | -1.7% |
| 30D | +1.1% | +4.0% | -2.9% | -0.6% |
| 3M | +39.6% | +12.3% | +27.3% | +32.9% |
| 6M | +110.7% | +30.8% | +79.9% | +88.5% |
| YTD | +160.3% | +58.8% | +101.5% | +114.2% |
| 1Y | +404.9% | +76.8% | +328.1% | +296.5% |
| 3Y | +545.5% | +87.5% | +458.0% | +383.9% |
| 5Y | +584.7% | +123.9% | +460.8% | +367.0% |
| All | +617.4% | +200.9% | +416.5% | +258.0% |
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 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