+324.3%
DOCN vs BHP
+76.8%
+247.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +3.0% |
| 7D | +1.1% | -2.9% | +4.0% | +2.8% |
| 30D | -9.6% | +3.4% | -13.0% | -11.7% |
| 3M | -37.7% | +4.1% | -41.8% | -39.6% |
| 6M | +115.2% | +20.6% | +94.6% | +90.6% |
| YTD | +133.7% | +56.1% | +77.7% | +75.2% |
| 1Y | +250.2% | +69.6% | +180.6% | +149.1% |
| All | +324.3% | +76.8% | +247.5% | +175.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling