-39.9%
BTDR vs DOC
-26.1%
-13.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.7% | +12.6% | +12.9% |
| 7D | -10.4% | +6.5% | -16.8% | -13.6% |
| 30D | -42.2% | +9.2% | -51.3% | -45.4% |
| 3M | -42.8% | -2.5% | -40.3% | -42.1% |
| 6M | -60.2% | +7.1% | -67.2% | -62.6% |
| YTD | -46.3% | +33.0% | -79.3% | -55.4% |
| 1Y | -71.7% | +23.3% | -94.9% | -75.4% |
| 3Y | +54.6% | +44.9% | +9.7% | +27.9% |
| 5Y | -39.5% | -21.6% | -17.9% | -49.5% |
| All | -39.9% | -26.1% | -13.7% | -50.1% |
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