+7,943.2%
BHP vs DD
+961.9%
+6,981.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -2.9% | -3.5% | +0.6% | -1.2% |
| 30D | +3.4% | -10.3% | +13.7% | +8.7% |
| 3M | +4.1% | -7.5% | +11.6% | +8.0% |
| 6M | +20.6% | -8.0% | +28.6% | +25.3% |
| YTD | +56.1% | +10.5% | +45.6% | +48.5% |
| 1Y | +69.6% | +38.3% | +31.3% | +43.9% |
| 3Y | +78.8% | +42.5% | +36.3% | +46.0% |
| 5Y | +113.1% | +60.2% | +52.9% | +61.5% |
| 10Y | +505.9% | +68.9% | +437.0% | +322.9% |
| All | +7,943.2% | +961.9% | +6,981.3% | +3,000.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling