+105.1%
DOCN vs BHP
+91.3%
+13.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.2% | +8.4% | +8.9% |
| 7D | +3.7% | +2.4% | +1.3% | +2.6% |
| 30D | -33.7% | -5.4% | -28.3% | -31.0% |
| 3M | -27.9% | -6.9% | -21.0% | -24.5% |
| 6M | -46.4% | -4.3% | -42.1% | -45.0% |
| YTD | +81.1% | +41.6% | +39.5% | +46.3% |
| 1Y | +74.3% | +53.3% | +21.0% | +34.3% |
| 3Y | +245.8% | +58.4% | +187.5% | +155.3% |
| 5Y | -23.7% | +121.3% | -145.0% | -50.0% |
| All | +105.1% | +91.3% | +13.8% | +36.5% |
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