+591.6%
DG vs BHP
+200.6%
+391.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +3.2% | -4.5% | +7.8% | +3.8% |
| 3M | +10.4% | -6.9% | +17.3% | +11.3% |
| 6M | +33.2% | -10.6% | +43.7% | +34.6% |
| YTD | +3.0% | +37.2% | -34.2% | -2.6% |
| 1Y | +31.2% | +48.0% | -16.8% | +22.8% |
| 3Y | +21.8% | +52.6% | -30.7% | +12.6% |
| 5Y | -35.0% | +116.5% | -151.4% | -43.8% |
| 10Y | +106.0% | +334.9% | -228.9% | +56.6% |
| All | +591.6% | +200.6% | +391.0% | +429.1% |
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