-38.7%
DOCS vs BHP
+74.5%
-113.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.6% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | +17.4% | -6.3% | +23.7% | +20.0% |
| 3M | +57.4% | -7.1% | +64.5% | +60.8% |
| 6M | +26.5% | -3.2% | +29.7% | +26.1% |
| YTD | -26.6% | +37.9% | -64.5% | -37.9% |
| 1Y | -48.1% | +49.7% | -97.7% | -57.7% |
| 3Y | +52.6% | +51.7% | +0.9% | +19.5% |
| 5Y | -52.1% | +122.0% | -174.1% | -70.4% |
| All | -38.7% | +74.5% | -113.2% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling