+95.3%
DOCU vs BHP
+48.1%
+47.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.8% |
| 7D | -3.2% | -4.0% | +0.7% | -3.0% |
| 30D | +15.7% | -9.7% | +25.4% | +16.6% |
| 3M | +37.3% | -10.2% | +47.4% | +38.1% |
| 6M | +63.1% | +1.3% | +61.8% | +60.7% |
| YTD | +15.4% | +35.6% | -20.2% | +4.1% |
| 1Y | +11.3% | +47.5% | -36.2% | -2.4% |
| All | +95.3% | +48.1% | +47.2% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling