+388.6%
DAL vs BHP
+368.6%
+19.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -4.4% |
| 7D | +1.4% | +2.5% | -1.1% | +0.4% |
| 30D | +9.1% | -5.2% | +14.3% | +11.7% |
| 3M | -3.5% | -8.7% | +5.2% | +0.1% |
| 6M | +23.4% | -6.9% | +30.2% | +26.0% |
| YTD | +26.0% | +39.0% | -12.9% | +6.4% |
| 1Y | +44.6% | +48.9% | -4.3% | +18.4% |
| 3Y | +162.7% | +55.4% | +107.3% | +108.1% |
| 5Y | +113.0% | +119.2% | -6.3% | +40.0% |
| 10Y | +109.8% | +340.5% | -230.7% | +0.7% |
| All | +388.6% | +368.6% | +19.9% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling