+121.1%
DPZ vs BHP
+363.1%
-242.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.6% |
| 7D | +3.7% | +3.5% | +0.2% | +3.2% |
| 30D | +8.0% | -4.5% | +12.5% | +8.7% |
| 3M | -4.2% | -6.4% | +2.2% | -3.5% |
| 6M | +4.6% | -0.1% | +4.7% | +4.0% |
| YTD | -18.4% | +43.0% | -61.4% | -23.8% |
| 1Y | -16.8% | +56.5% | -73.3% | -23.4% |
| 3Y | -5.0% | +62.0% | -67.1% | -14.0% |
| 5Y | -27.8% | +130.4% | -158.2% | -38.1% |
| 10Y | +121.1% | +349.1% | -228.0% | +72.8% |
| All | +121.1% | +363.1% | -242.1% | +72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling