+126.4%
DAL vs BHP
+509.4%
-383.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.4% |
| 7D | +3.4% | +1.3% | +2.1% | +2.7% |
| 30D | -13.6% | +4.0% | -17.5% | -15.6% |
| 3M | +1.2% | +12.3% | -11.1% | -5.7% |
| 6M | +34.5% | +30.8% | +3.7% | +14.5% |
| YTD | +14.7% | +58.8% | -44.1% | -13.1% |
| 1Y | +29.2% | +76.8% | -47.6% | -7.9% |
| 3Y | +100.0% | +87.5% | +12.5% | +34.7% |
| 5Y | +106.3% | +123.9% | -17.6% | +18.3% |
| 10Y | +126.4% | +504.4% | -378.0% | -19.6% |
| All | +126.4% | +509.4% | -383.1% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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