+126.6%
BHP vs DRI
+68.4%
+58.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +0.9% | -4.8% | +5.7% | +2.1% |
| 30D | +4.0% | -3.9% | +8.0% | +4.9% |
| 3M | +11.3% | +5.1% | +6.2% | +9.5% |
| 6M | +29.3% | +5.5% | +23.8% | +26.9% |
| YTD | +59.2% | +16.5% | +42.7% | +51.7% |
| 1Y | +80.8% | +2.0% | +78.9% | +78.2% |
| 3Y | +88.0% | +54.5% | +33.5% | +63.1% |
| 5Y | +126.6% | +66.6% | +60.1% | +89.0% |
| All | +126.6% | +68.4% | +58.2% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling