+3,353.8%
BHP vs DVA
+5,081.6%
-1,727.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.9% | +2.1% |
| 7D | +1.3% | +2.2% | -1.0% | +0.9% |
| 30D | +4.0% | -2.0% | +6.0% | +4.3% |
| 3M | +12.3% | -6.3% | +18.6% | +12.9% |
| 6M | +30.8% | +19.4% | +11.4% | +25.8% |
| YTD | +58.8% | +58.5% | +0.3% | +44.8% |
| 1Y | +76.8% | +33.9% | +43.0% | +65.6% |
| 3Y | +87.5% | +88.4% | -1.0% | +62.9% |
| 5Y | +123.9% | +39.5% | +84.4% | +100.6% |
| 10Y | +504.4% | +179.5% | +324.9% | +374.7% |
| All | +3,353.8% | +5,081.6% | -1,727.8% | +2,112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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