+392.2%
DAL vs BHP
+365.0%
+27.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.4% |
| 7D | +8.8% | +0.9% | +7.9% | +8.4% |
| 30D | +5.4% | -6.3% | +11.6% | +8.4% |
| 3M | -4.9% | -7.1% | +2.2% | -2.2% |
| 6M | +19.8% | -3.2% | +23.0% | +20.0% |
| YTD | +27.0% | +37.9% | -10.9% | +7.5% |
| 1Y | +52.5% | +49.7% | +2.8% | +24.4% |
| 3Y | +173.8% | +51.7% | +122.2% | +119.1% |
| 5Y | +104.5% | +122.0% | -17.5% | +33.5% |
| 10Y | +129.7% | +382.4% | -252.7% | +6.3% |
| All | +392.2% | +365.0% | +27.2% | +79.7% |
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