-31.1%
DOCN vs BHP
+119.7%
-150.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.9% | -13.9% | -14.6% |
| 7D | -29.3% | -4.0% | -25.3% | -27.2% |
| 30D | -46.0% | -9.7% | -36.4% | -41.9% |
| 3M | -43.2% | -10.2% | -33.0% | -38.9% |
| 6M | -53.7% | +1.3% | -55.1% | -54.1% |
| YTD | +46.9% | +35.6% | +11.3% | +19.0% |
| 1Y | +54.3% | +47.5% | +6.8% | +18.2% |
| 3Y | +185.5% | +48.9% | +136.6% | +110.5% |
| 5Y | -31.1% | +118.4% | -149.5% | -61.7% |
| All | -31.1% | +119.7% | -150.8% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling