+101.5%
DAL vs BHP
+82.0%
+19.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +0.1% | -2.9% | +3.0% | +1.5% |
| 30D | -13.9% | +3.4% | -17.3% | -15.5% |
| 3M | +1.1% | +4.1% | -3.0% | -1.7% |
| 6M | +26.2% | +20.6% | +5.7% | +13.1% |
| YTD | +16.4% | +56.1% | -39.6% | -10.4% |
| 1Y | +33.9% | +69.6% | -35.7% | -2.0% |
| All | +101.5% | +82.0% | +19.5% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling