-14.1%
DECK vs BHP
+48.1%
-62.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.0% |
| 7D | +6.0% | -4.0% | +10.0% | +7.3% |
| 30D | +7.4% | -9.7% | +17.1% | +10.5% |
| 3M | -11.7% | -10.2% | -1.5% | -9.2% |
| 6M | -11.0% | +1.3% | -12.3% | -12.7% |
| YTD | -15.4% | +35.6% | -51.0% | -25.7% |
| 1Y | +7.2% | +47.5% | -40.2% | -9.0% |
| All | -14.1% | +48.1% | -62.2% | -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