+70.9%
BHP vs DD
+35.1%
+35.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.1% |
| 7D | -3.7% | -2.9% | -0.8% | -2.3% |
| 30D | -0.8% | -11.5% | +10.6% | +5.3% |
| 3M | +7.6% | -5.4% | +13.0% | +10.5% |
| 6M | +20.8% | -6.9% | +27.7% | +24.9% |
| YTD | +50.8% | +6.9% | +43.9% | +52.9% |
| 1Y | +70.9% | +35.6% | +35.3% | +68.0% |
| All | +70.9% | +35.1% | +35.8% | +68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling