+3,032.6%
BHP vs DGX
+8,778.1%
-5,745.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -3.6% | -0.9% | -2.7% | -3.4% |
| 30D | -1.2% | -1.2% | 0.0% | -0.8% |
| 3M | +1.2% | +15.8% | -14.6% | -2.8% |
| 6M | +21.4% | +18.2% | +3.2% | +15.8% |
| YTD | +50.4% | +37.2% | +13.2% | +37.8% |
| 1Y | +67.5% | +30.4% | +37.2% | +55.1% |
| 3Y | +72.8% | +96.7% | -23.9% | +42.6% |
| 5Y | +112.6% | +67.2% | +45.4% | +81.2% |
| 10Y | +481.7% | +253.9% | +227.8% | +300.0% |
| All | +3,032.6% | +8,778.1% | -5,745.6% | +1,354.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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