-69.4%
DOCU vs BHP
+119.2%
-188.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.2% |
| 7D | +4.1% | -0.5% | +4.6% | +4.2% |
| 30D | +7.4% | -4.5% | +11.9% | +8.7% |
| 3M | +26.0% | -6.9% | +32.9% | +27.9% |
| 6M | +79.2% | -10.6% | +89.7% | +83.1% |
| YTD | +18.1% | +37.2% | -19.1% | -3.8% |
| 1Y | +20.5% | +48.0% | -27.5% | -5.8% |
| 3Y | +96.4% | +52.6% | +43.8% | +44.9% |
| All | -69.4% | +119.2% | -188.6% | -87.4% |
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