-46.6%
BTDR vs DOC
-22.1%
-24.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.2% | -18.4% | -18.5% |
| 7D | -29.9% | +6.2% | -36.2% | -32.5% |
| 30D | -51.3% | +6.5% | -57.8% | -53.4% |
| 3M | -52.0% | -6.2% | -45.8% | -50.2% |
| 6M | -57.5% | +25.6% | -83.0% | -64.0% |
| YTD | -52.6% | +32.1% | -84.7% | -60.6% |
| 1Y | -76.0% | +20.3% | -96.2% | -79.0% |
| 3Y | +33.1% | +42.7% | -9.7% | +9.8% |
| 5Y | -46.6% | -22.2% | -24.5% | -55.4% |
| All | -46.6% | -22.1% | -24.6% | -55.4% |
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