+55.8%
DOCS vs BHP
+48.1%
+7.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -3.9% |
| 7D | -1.3% | -4.0% | +2.6% | -0.6% |
| 30D | +19.4% | -9.7% | +29.1% | +21.7% |
| 3M | +53.4% | -10.2% | +63.6% | +56.0% |
| 6M | +28.8% | +1.3% | +27.4% | +27.3% |
| YTD | -25.1% | +35.6% | -60.7% | -32.1% |
| 1Y | -48.1% | +47.5% | -95.6% | -54.3% |
| All | +55.8% | +48.1% | +7.7% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling