+103.1%
DOCN vs BHP
+85.3%
+17.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.4% |
| 7D | +19.1% | -0.5% | +19.6% | +19.6% |
| 30D | -21.0% | -4.5% | -16.5% | -18.4% |
| 3M | -34.7% | -6.9% | -27.9% | -31.6% |
| 6M | -45.8% | -10.6% | -35.2% | -42.1% |
| YTD | +79.4% | +37.2% | +42.2% | +47.7% |
| 1Y | +91.0% | +48.0% | +43.0% | +50.3% |
| 3Y | +237.5% | +52.6% | +184.9% | +154.7% |
| 5Y | -30.4% | +116.5% | -146.9% | -53.6% |
| All | +103.1% | +85.3% | +17.8% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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