+101.7%
DOCU vs BHP
+231.8%
-130.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | +1.6% | +2.5% | -0.9% | +0.7% |
| 30D | +10.8% | -5.2% | +16.1% | +12.4% |
| 3M | +38.0% | -8.7% | +46.7% | +40.7% |
| 6M | +77.4% | -6.9% | +84.3% | +78.4% |
| YTD | +17.2% | +39.0% | -21.8% | -0.7% |
| 1Y | +15.6% | +48.9% | -33.4% | -4.7% |
| 3Y | +95.6% | +55.4% | +40.2% | +54.8% |
| 5Y | -69.7% | +119.2% | -189.0% | -78.6% |
| All | +101.7% | +231.8% | -130.0% | +19.1% |
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 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