+5,542.7%
DPZ vs BHP
+1,209.1%
+4,333.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.6% |
| 7D | +6.6% | +0.9% | +5.6% | +6.3% |
| 30D | +10.3% | -6.3% | +16.5% | +12.1% |
| 3M | -6.2% | -7.1% | +1.0% | -4.6% |
| 6M | +4.2% | -3.2% | +7.4% | +3.9% |
| YTD | -18.4% | +37.9% | -56.3% | -27.0% |
| 1Y | -14.9% | +49.7% | -64.6% | -25.7% |
| 3Y | -4.6% | +51.7% | -56.3% | -18.4% |
| 5Y | -27.4% | +122.0% | -149.4% | -45.8% |
| 10Y | +125.9% | +382.4% | -256.5% | +20.5% |
| All | +5,542.7% | +1,209.1% | +4,333.6% | +2,012.0% |
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