+3,455.1%
DLR vs BHP
+1,073.8%
+2,381.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | +3.3% | -0.5% | +3.8% | +3.5% |
| 30D | +4.6% | -4.5% | +9.1% | +6.1% |
| 3M | -8.3% | -6.9% | -1.4% | -6.3% |
| 6M | -5.6% | -10.6% | +4.9% | -2.9% |
| YTD | +18.7% | +37.2% | -18.5% | +5.1% |
| 1Y | +17.1% | +48.0% | -30.9% | +1.0% |
| 3Y | +54.4% | +52.6% | +1.8% | +28.9% |
| 5Y | +36.5% | +116.5% | -80.0% | -1.8% |
| 10Y | +187.7% | +334.9% | -147.2% | +45.9% |
| All | +3,455.1% | +1,073.8% | +2,381.2% | +1,222.2% |
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