-29.7%
BTDR vs DOC
-20.4%
-9.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.1% | +9.8% | +9.8% |
| 7D | +7.7% | +1.0% | +6.6% | +7.2% |
| 30D | -24.1% | +8.1% | -32.2% | -27.9% |
| 3M | -19.1% | +0.9% | -20.0% | -19.9% |
| 6M | -46.6% | +6.3% | -52.9% | -49.6% |
| YTD | -37.3% | +33.8% | -71.1% | -48.2% |
| 1Y | -53.2% | +21.6% | -74.8% | -59.3% |
| 3Y | +77.1% | +53.4% | +23.7% | +44.8% |
| 5Y | -29.7% | -21.0% | -8.7% | -41.7% |
| All | -29.7% | -20.4% | -9.3% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling