+476.4%
BHP vs DTE
+137.8%
+338.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | -3.6% | -2.6% | -1.0% | -2.4% |
| 30D | -1.2% | -4.4% | +3.2% | +0.8% |
| 3M | +1.2% | -8.3% | +9.5% | +4.9% |
| 6M | +21.4% | -8.1% | +29.5% | +25.3% |
| YTD | +50.4% | +4.4% | +46.0% | +45.8% |
| 1Y | +67.5% | +0.2% | +67.3% | +65.4% |
| 3Y | +72.8% | +42.6% | +30.2% | +41.7% |
| 5Y | +112.6% | +31.5% | +81.1% | +79.7% |
| All | +476.4% | +137.8% | +338.6% | +277.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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