+19.0%
DLR vs BHP
+69.4%
-50.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | +1.6% | -2.9% | +4.5% | +2.1% |
| 30D | -3.4% | +3.4% | -6.7% | -4.0% |
| 3M | +0.5% | +4.1% | -3.6% | -0.4% |
| 6M | +4.6% | +20.6% | -16.0% | -0.4% |
| YTD | +23.4% | +56.1% | -32.6% | +13.6% |
| 1Y | +19.0% | +69.6% | -50.6% | +8.3% |
| All | +19.0% | +69.4% | -50.4% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling