-51.1%
DOCS vs BHP
+119.7%
-170.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -3.6% |
| 7D | -1.3% | -4.0% | +2.6% | +0.1% |
| 30D | +19.4% | -9.7% | +29.1% | +23.7% |
| 3M | +53.4% | -10.2% | +63.6% | +58.6% |
| 6M | +28.8% | +1.3% | +27.4% | +25.8% |
| YTD | -25.1% | +35.6% | -60.7% | -36.3% |
| 1Y | -48.1% | +47.5% | -95.6% | -57.6% |
| 3Y | +51.4% | +48.9% | +2.4% | +18.9% |
| 5Y | -51.1% | +118.4% | -169.5% | -74.2% |
| All | -51.1% | +119.7% | -170.8% | -74.2% |
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 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