+515.7%
BHP vs DRI
+348.4%
+167.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +0.9% | -4.8% | +5.7% | +2.4% |
| 30D | +4.0% | -3.9% | +8.0% | +5.2% |
| 3M | +11.3% | +5.1% | +6.2% | +9.2% |
| 6M | +29.3% | +5.5% | +23.8% | +26.4% |
| YTD | +59.2% | +16.5% | +42.7% | +50.5% |
| 1Y | +80.8% | +2.0% | +78.9% | +77.7% |
| 3Y | +88.0% | +54.5% | +33.5% | +59.6% |
| 5Y | +126.6% | +66.6% | +60.1% | +84.5% |
| 10Y | +515.7% | +353.6% | +162.1% | +231.9% |
| All | +515.7% | +348.4% | +167.3% | +231.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling