+7.2%
DG vs BHP
+87.4%
-80.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.2% |
| 7D | -2.5% | +1.3% | -3.7% | -2.6% |
| 30D | +1.0% | +4.0% | -3.0% | +0.4% |
| 3M | +20.3% | +12.3% | +8.0% | +18.1% |
| 6M | -11.7% | +30.8% | -42.6% | -16.1% |
| YTD | -2.3% | +58.8% | -61.1% | -10.3% |
| 1Y | +20.0% | +76.8% | -56.8% | +8.4% |
| 3Y | +7.2% | +87.5% | -80.2% | -4.3% |
| All | +7.2% | +87.4% | -80.2% | -4.3% |
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