+3,325.7%
BHP vs DRI
+7,577.7%
-4,251.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | +3.4% | +3.8% | -0.5% | +2.1% |
| 3M | +4.1% | +13.0% | -8.9% | -0.1% |
| 6M | +20.6% | +8.3% | +12.3% | +17.0% |
| YTD | +56.1% | +20.6% | +35.4% | +46.3% |
| 1Y | +69.6% | +6.5% | +63.1% | +64.7% |
| 3Y | +78.8% | +53.7% | +25.1% | +53.0% |
| 5Y | +113.1% | +72.7% | +40.4% | +73.0% |
| 10Y | +505.9% | +363.2% | +142.7% | +234.5% |
| All | +3,325.7% | +7,577.7% | -4,251.9% | +930.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling