+78.1%
BHP vs DOC
+20.8%
+57.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.0% |
| 3M | +4.1% | +6.9% | -2.8% | +1.3% |
| 6M | +20.6% | +20.7% | -0.2% | +11.9% |
| YTD | +56.1% | +34.1% | +21.9% | +39.2% |
| 1Y | +69.6% | +22.6% | +47.0% | +55.4% |
| All | +78.1% | +20.8% | +57.3% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling