-32.9%
DOCN vs BHP
+127.1%
-159.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.7% | +4.3% | +5.6% |
| 7D | -12.8% | +3.5% | -16.3% | -14.6% |
| 30D | -41.9% | -4.5% | -37.4% | -39.8% |
| 3M | -36.9% | -6.4% | -30.6% | -33.9% |
| 6M | -52.2% | -0.1% | -52.2% | -52.3% |
| YTD | +62.7% | +43.0% | +19.7% | +27.5% |
| 1Y | +58.2% | +56.5% | +1.7% | +16.8% |
| 3Y | +219.5% | +62.0% | +157.4% | +123.5% |
| 5Y | -32.9% | +130.4% | -163.2% | -64.2% |
| All | -32.9% | +127.1% | -159.9% | -64.2% |
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