+66.4%
DOCN vs BHP
+83.2%
-16.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.9% | -13.9% | -14.7% |
| 7D | -29.3% | -4.0% | -25.3% | -27.4% |
| 30D | -46.0% | -9.7% | -36.4% | -42.3% |
| 3M | -43.2% | -10.2% | -33.0% | -39.2% |
| 6M | -53.7% | +1.3% | -55.1% | -54.0% |
| YTD | +46.9% | +35.6% | +11.3% | +21.7% |
| 1Y | +54.3% | +47.5% | +6.8% | +21.6% |
| 3Y | +185.5% | +48.9% | +136.6% | +118.1% |
| 5Y | -31.1% | +118.4% | -149.5% | -54.1% |
| All | +66.4% | +83.2% | -16.8% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling