+32.3%
DLR vs BHP
+119.2%
-86.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | +3.3% | -0.5% | +3.8% | +3.4% |
| 30D | +4.6% | -4.5% | +9.1% | +5.8% |
| 3M | -8.3% | -6.9% | -1.4% | -6.7% |
| 6M | -5.6% | -10.6% | +4.9% | -3.5% |
| YTD | +18.7% | +37.2% | -18.5% | +8.2% |
| 1Y | +17.1% | +48.0% | -30.9% | +4.5% |
| 3Y | +54.4% | +52.6% | +1.8% | +33.8% |
| All | +32.3% | +119.2% | -86.9% | +6.7% |
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