+95.5%
DOCU vs BHP
+234.3%
-138.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | -3.4% | +3.8% | -7.2% | -4.5% |
| 30D | +9.3% | -6.5% | +15.7% | +11.2% |
| 3M | +30.2% | -8.5% | +38.7% | +32.8% |
| 6M | +62.1% | -2.2% | +64.3% | +60.1% |
| YTD | +13.5% | +40.0% | -26.5% | -4.0% |
| 1Y | +11.5% | +51.3% | -39.8% | -8.6% |
| 3Y | +89.5% | +56.5% | +33.0% | +49.6% |
| 5Y | -69.6% | +130.2% | -199.8% | -78.9% |
| All | +95.5% | +234.3% | -138.8% | +15.1% |
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