+5,622.1%
DPZ vs BHP
+1,381.7%
+4,240.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.5% | -2.9% | +0.3% | -1.8% |
| 30D | -7.0% | +3.4% | -10.3% | -7.9% |
| 3M | +11.6% | +4.1% | +7.5% | +9.7% |
| 6M | -15.2% | +20.6% | -35.8% | -20.5% |
| YTD | -17.2% | +56.1% | -73.3% | -28.2% |
| 1Y | -24.8% | +69.6% | -94.4% | -36.5% |
| 3Y | -8.7% | +78.8% | -87.5% | -25.2% |
| 5Y | -28.9% | +113.1% | -142.0% | -46.2% |
| 10Y | +153.6% | +505.9% | -352.2% | +26.4% |
| All | +5,622.1% | +1,381.7% | +4,240.4% | +1,977.0% |
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