-76.5%
DOCU vs BHP
+115.8%
-192.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +6.9% | -2.9% | +9.8% | +8.0% |
| 30D | +19.0% | +3.4% | +15.6% | +17.3% |
| 3M | +34.3% | +4.1% | +30.2% | +31.2% |
| 6M | +48.0% | +20.6% | +27.4% | +34.4% |
| YTD | 0.0% | +56.1% | -56.0% | -20.9% |
| 1Y | -10.3% | +69.6% | -79.9% | -32.2% |
| 3Y | +32.4% | +78.8% | -46.4% | -6.7% |
| All | -76.5% | +115.8% | -192.4% | -85.9% |
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