+66.0%
BHP vs DRI
+6.9%
+59.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.4% |
| 7D | -5.0% | +0.6% | -5.6% | -5.1% |
| 30D | +1.2% | +3.8% | -2.7% | +0.5% |
| 3M | +1.8% | +13.0% | -11.2% | -0.6% |
| 6M | +18.0% | +8.3% | +9.7% | +16.0% |
| YTD | +52.7% | +20.6% | +32.1% | +44.1% |
| 1Y | +66.0% | +6.5% | +59.5% | +62.2% |
| All | +66.0% | +6.9% | +59.0% | +62.2% |
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