+119.2%
BHP vs DRI
+78.5%
+40.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +2.5% | -0.3% | +2.8% | +2.5% |
| 30D | -5.2% | +10.8% | -16.1% | -7.6% |
| 3M | -8.7% | +0.9% | -9.6% | -9.1% |
| 6M | -6.9% | +16.3% | -23.2% | -10.8% |
| YTD | +39.0% | +27.8% | +11.2% | +29.1% |
| 1Y | +48.9% | +33.9% | +15.1% | +36.5% |
| 3Y | +55.4% | +67.2% | -11.8% | +31.5% |
| 5Y | +119.2% | +79.0% | +40.3% | +83.2% |
| All | +119.2% | +78.5% | +40.7% | +83.2% |
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 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