-44.0%
BTDR vs DOC
-26.8%
-17.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.2% | -8.5% | -8.5% |
| 7D | -6.9% | -0.9% | -6.0% | -6.2% |
| 30D | -31.5% | +7.7% | -39.3% | -34.8% |
| 3M | -36.1% | -2.0% | -34.1% | -35.5% |
| 6M | -57.6% | +5.9% | -63.5% | -59.9% |
| YTD | -50.0% | +31.8% | -81.9% | -58.2% |
| 1Y | -49.6% | +22.5% | -72.1% | -56.2% |
| 3Y | +48.5% | +54.7% | -6.2% | +23.2% |
| 5Y | -43.8% | -21.3% | -22.5% | -52.7% |
| All | -44.0% | -26.8% | -17.2% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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