+42.1%
DLR vs BHP
+126.1%
-84.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +2.9% | +0.9% | +2.0% | +2.7% |
| 30D | -1.2% | +4.0% | -5.2% | -2.2% |
| 3M | +2.9% | +11.3% | -8.3% | 0.0% |
| 6M | +6.7% | +29.3% | -22.7% | -0.6% |
| YTD | +23.9% | +59.2% | -35.3% | +9.3% |
| 1Y | +18.6% | +80.8% | -62.2% | +1.2% |
| 3Y | +59.7% | +88.0% | -28.3% | +32.2% |
| 5Y | +42.1% | +126.6% | -84.6% | +13.4% |
| All | +42.1% | +126.1% | -84.0% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling