+25.2%
BTDR vs DOC
-24.5%
+49.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.8% | +5.0% |
| 7D | +20.0% | -1.5% | +21.4% | +21.0% |
| 30D | +11.9% | -4.8% | +16.7% | +15.7% |
| 3M | -36.9% | +6.9% | -43.8% | -40.2% |
| 6M | +56.5% | +20.7% | +35.8% | +37.5% |
| YTD | +10.4% | +34.1% | -23.7% | -8.2% |
| 1Y | +3.1% | +22.6% | -19.6% | -10.0% |
| 3Y | -2.6% | +20.8% | -23.4% | -18.3% |
| All | +25.2% | -24.5% | +49.7% | +4.7% |
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