-57.0%
DOCS vs BHP
+127.1%
-184.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | -0.2% |
| 7D | 0.0% | +3.5% | -3.5% | -1.2% |
| 30D | +7.8% | -4.5% | +12.2% | +9.4% |
| 3M | +20.0% | -6.4% | +26.3% | +22.0% |
| 6M | +26.5% | -0.1% | +26.6% | +24.7% |
| YTD | -25.8% | +43.0% | -68.8% | -38.2% |
| 1Y | -39.5% | +56.5% | -96.0% | -51.7% |
| 3Y | +60.3% | +62.0% | -1.7% | +21.2% |
| 5Y | -57.0% | +130.4% | -187.4% | -79.1% |
| All | -57.0% | +127.1% | -184.1% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling