-47.3%
DOCS vs BHP
+53.4%
-100.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.8% | +6.2% |
| 7D | +1.2% | -2.5% | +3.8% | +1.3% |
| 30D | +21.3% | -7.7% | +29.0% | +21.6% |
| 3M | +58.4% | -6.4% | +64.8% | +58.1% |
| 6M | +39.3% | +5.2% | +34.1% | +38.9% |
| YTD | -21.7% | +38.3% | -60.0% | -26.9% |
| 1Y | -47.3% | +53.4% | -100.7% | -55.4% |
| All | -47.3% | +53.4% | -100.8% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling