+118.4%
BHP vs DOC
-22.1%
+140.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -4.0% | +6.2% | -10.2% | -6.0% |
| 30D | -9.7% | +6.5% | -16.1% | -11.9% |
| 3M | -10.2% | -6.2% | -3.9% | -8.2% |
| 6M | +1.3% | +25.6% | -24.3% | -8.3% |
| YTD | +35.6% | +32.1% | +3.5% | +20.0% |
| 1Y | +47.5% | +20.3% | +27.2% | +35.2% |
| 3Y | +48.9% | +42.7% | +6.2% | +24.6% |
| 5Y | +118.4% | -22.2% | +140.5% | +126.1% |
| All | +118.4% | -22.1% | +140.5% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling