+476.4%
BHP vs DD
+66.6%
+409.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | -3.6% | -3.5% | -0.1% | -1.8% |
| 30D | -1.2% | -11.7% | +10.5% | +5.3% |
| 3M | +1.2% | -9.2% | +10.4% | +6.2% |
| 6M | +21.4% | -7.2% | +28.6% | +25.9% |
| YTD | +50.4% | +6.6% | +43.8% | +45.1% |
| 1Y | +67.5% | +32.0% | +35.5% | +43.4% |
| 3Y | +72.8% | +42.1% | +30.7% | +38.2% |
| 5Y | +112.6% | +58.1% | +54.5% | +56.1% |
| All | +476.4% | +66.6% | +409.9% | +238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling