-38.8%
DOCS vs BHP
+77.2%
-116.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.6% |
| 7D | -0.6% | +3.8% | -4.4% | -1.9% |
| 30D | +6.3% | -6.5% | +12.8% | +8.7% |
| 3M | +26.5% | -8.5% | +35.0% | +29.7% |
| 6M | +24.8% | -2.2% | +26.9% | +24.0% |
| YTD | -26.8% | +40.0% | -66.8% | -38.4% |
| 1Y | -38.3% | +51.3% | -89.6% | -49.9% |
| 3Y | +36.0% | +56.5% | -20.5% | +5.0% |
| 5Y | -55.0% | +130.2% | -185.2% | -72.6% |
| All | -38.8% | +77.2% | -116.1% | -59.7% |
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