+487.1%
BHP vs DOC
-2.1%
+489.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -2.9% | -1.5% | -1.4% | -2.4% |
| 30D | +3.4% | -4.8% | +8.1% | +5.2% |
| 3M | +4.1% | +6.9% | -2.8% | +1.2% |
| 6M | +20.6% | +20.7% | -0.2% | +11.7% |
| YTD | +56.1% | +34.1% | +21.9% | +38.9% |
| 1Y | +69.6% | +22.6% | +47.0% | +55.2% |
| 3Y | +78.8% | +20.8% | +58.0% | +62.4% |
| 5Y | +113.1% | -24.9% | +137.9% | +125.9% |
| All | +487.1% | -2.1% | +489.2% | +517.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling