-28.9%
DPZ vs BHP
+119.2%
-148.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.8% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +15.5% | -4.5% | +20.0% | +16.2% |
| 3M | -2.0% | -6.9% | +4.9% | -1.1% |
| 6M | +12.1% | -10.6% | +22.7% | +13.7% |
| YTD | -16.6% | +37.2% | -53.8% | -23.3% |
| 1Y | -14.6% | +48.0% | -62.6% | -22.8% |
| 3Y | -4.1% | +52.6% | -56.7% | -15.6% |
| All | -28.9% | +119.2% | -148.1% | -42.4% |
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