+111.8%
BHP vs DD
+56.1%
+55.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | -3.6% | -3.5% | -0.1% | -1.9% |
| 30D | -1.2% | -11.7% | +10.5% | +4.9% |
| 3M | +1.2% | -9.2% | +10.4% | +6.0% |
| 6M | +21.4% | -7.2% | +28.6% | +25.7% |
| YTD | +50.4% | +6.6% | +43.8% | +45.9% |
| 1Y | +67.5% | +32.0% | +35.5% | +45.7% |
| 3Y | +72.8% | +42.1% | +30.7% | +41.3% |
| All | +111.8% | +56.1% | +55.7% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling