+8,106.0%
BHP vs DTE
+3,490.3%
+4,615.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +4.0% | -0.5% | +4.6% | +4.2% |
| 3M | +11.3% | -6.0% | +17.3% | +14.2% |
| 6M | +29.3% | -7.2% | +36.5% | +33.2% |
| YTD | +59.2% | +7.2% | +52.1% | +52.2% |
| 1Y | +80.8% | +4.1% | +76.8% | +75.2% |
| 3Y | +88.0% | +46.9% | +41.1% | +50.4% |
| 5Y | +126.6% | +32.9% | +93.7% | +88.7% |
| 10Y | +515.7% | +144.5% | +371.2% | +257.0% |
| All | +8,106.0% | +3,490.3% | +4,615.7% | +1,924.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling