+2,950.3%
BHP vs DRI
+8,033.5%
-5,083.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | -5.2% | +10.8% | -16.1% | -8.1% |
| 3M | -8.7% | +0.9% | -9.6% | -9.3% |
| 6M | -6.9% | +16.3% | -23.2% | -11.7% |
| YTD | +39.0% | +27.8% | +11.2% | +27.7% |
| 1Y | +48.9% | +33.9% | +15.1% | +34.9% |
| 3Y | +55.4% | +67.2% | -11.8% | +29.3% |
| 5Y | +119.2% | +79.0% | +40.3% | +76.1% |
| 10Y | +340.5% | +332.2% | +8.3% | +147.7% |
| All | +2,950.3% | +8,033.5% | -5,083.2% | +799.4% |
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