-4.6%
DPZ vs BHP
+50.5%
-55.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.3% |
| 7D | +6.6% | +0.9% | +5.6% | +6.4% |
| 30D | +10.3% | -6.3% | +16.5% | +11.0% |
| 3M | -6.2% | -7.1% | +1.0% | -5.5% |
| 6M | +4.2% | -3.2% | +7.4% | +4.1% |
| YTD | -18.4% | +37.9% | -56.3% | -24.5% |
| 1Y | -14.9% | +49.7% | -64.6% | -22.8% |
| 3Y | -4.6% | +51.7% | -56.3% | -15.8% |
| All | -4.6% | +50.5% | -55.2% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling