+7,943.2%
BHP vs DOC
+2,974.4%
+4,968.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | -2.9% | -1.5% | -1.4% | -2.3% |
| 30D | +3.4% | -4.8% | +8.1% | +5.4% |
| 3M | +4.1% | +6.9% | -2.8% | +0.9% |
| 6M | +20.6% | +20.7% | -0.2% | +10.6% |
| YTD | +56.1% | +34.1% | +21.9% | +36.9% |
| 1Y | +69.6% | +22.6% | +47.0% | +53.6% |
| 3Y | +78.8% | +20.8% | +58.0% | +60.3% |
| 5Y | +113.1% | -24.9% | +137.9% | +128.5% |
| 10Y | +505.9% | -1.8% | +507.7% | +441.0% |
| All | +7,943.2% | +2,974.4% | +4,968.8% | +3,067.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling