-35.6%
DOCN vs BHP
+120.8%
-156.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.9% | +1.4% |
| 7D | -19.2% | +0.9% | -20.1% | -19.6% |
| 30D | -43.1% | -6.3% | -36.8% | -40.2% |
| 3M | -40.7% | -7.1% | -33.6% | -37.6% |
| 6M | -55.0% | -3.2% | -51.8% | -54.1% |
| YTD | +50.6% | +37.9% | +12.7% | +20.9% |
| 1Y | +54.0% | +49.7% | +4.3% | +17.0% |
| 3Y | +203.9% | +51.7% | +152.2% | +121.9% |
| All | -35.6% | +120.8% | -156.3% | -63.2% |
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