-50.3%
DOCS vs BHP
+97.5%
-147.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.4% | -2.6% |
| 7D | -1.4% | -2.9% | +1.5% | -0.4% |
| 30D | +21.8% | +3.4% | +18.5% | +20.3% |
| 3M | +27.3% | +4.1% | +23.2% | +24.6% |
| 6M | -0.3% | +20.6% | -20.9% | -8.5% |
| YTD | -40.5% | +56.1% | -96.6% | -51.7% |
| 1Y | -61.5% | +69.6% | -131.1% | -70.0% |
| 3Y | +8.2% | +78.8% | -70.6% | -20.4% |
| 5Y | -73.4% | +113.1% | -186.5% | -83.0% |
| All | -50.3% | +97.5% | -147.8% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling