-71.7%
DOCU vs BHP
+120.8%
-192.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -2.2% |
| 7D | -5.5% | +0.9% | -6.5% | -5.9% |
| 30D | +12.6% | -6.3% | +18.9% | +14.8% |
| 3M | +36.4% | -7.1% | +43.5% | +38.5% |
| 6M | +66.8% | -3.2% | +70.0% | +64.7% |
| YTD | +13.5% | +37.9% | -24.4% | -7.6% |
| 1Y | +11.3% | +49.7% | -38.4% | -13.2% |
| 3Y | +92.1% | +51.7% | +40.4% | +42.8% |
| All | -71.7% | +120.8% | -192.4% | -86.3% |
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 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