+5,666.8%
DPZ vs BHP
+1,187.6%
+4,479.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | +9.5% | -4.0% | +13.5% | +10.7% |
| 30D | +12.8% | -9.7% | +22.5% | +15.8% |
| 3M | -6.2% | -10.2% | +3.9% | -3.8% |
| 6M | +4.3% | +1.3% | +2.9% | +2.5% |
| YTD | -16.6% | +35.6% | -52.2% | -25.0% |
| 1Y | -12.8% | +47.5% | -60.3% | -23.5% |
| 3Y | -0.8% | +48.9% | -49.8% | -14.7% |
| 5Y | -25.8% | +118.4% | -144.2% | -44.4% |
| 10Y | +130.9% | +374.5% | -243.6% | +23.7% |
| All | +5,666.8% | +1,187.6% | +4,479.1% | +2,068.4% |
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 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