+53.4%
BHP vs DRI
+34.0%
+19.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | +2.1% |
| 7D | -2.5% | +6.5% | -9.0% | -3.1% |
| 30D | -7.7% | +16.4% | -24.1% | -8.9% |
| 3M | -6.4% | +13.6% | -20.0% | -7.5% |
| 6M | +5.2% | +22.0% | -16.8% | +2.4% |
| YTD | +38.3% | +29.3% | +9.0% | +31.4% |
| 1Y | +53.4% | +32.0% | +21.4% | +44.8% |
| All | +53.4% | +34.0% | +19.4% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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