+361.0%
BHP vs DOC
+15.7%
+345.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +0.9% | +6.5% | -5.5% | -1.3% |
| 30D | -6.3% | +9.2% | -15.4% | -9.3% |
| 3M | -7.1% | -2.5% | -4.6% | -6.5% |
| 6M | -3.2% | +7.1% | -10.3% | -6.2% |
| YTD | +37.9% | +33.0% | +4.9% | +22.8% |
| 1Y | +49.7% | +23.3% | +26.4% | +36.8% |
| 3Y | +51.7% | +44.9% | +6.8% | +29.0% |
| 5Y | +122.0% | -21.6% | +143.6% | +131.4% |
| All | +361.0% | +15.7% | +345.3% | +332.1% |
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