-34.4%
BTDR vs DOC
-21.9%
-12.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.1% | -8.8% | -7.4% |
| 7D | -17.6% | +8.7% | -26.3% | -21.7% |
| 30D | -40.3% | +7.6% | -47.9% | -43.2% |
| 3M | -42.6% | -5.3% | -37.4% | -40.9% |
| 6M | -46.3% | +27.6% | -73.9% | -55.0% |
| YTD | -41.7% | +32.4% | -74.2% | -51.7% |
| 1Y | -69.4% | +22.9% | -92.3% | -73.5% |
| 3Y | +63.7% | +43.1% | +20.6% | +34.8% |
| All | -34.4% | -21.9% | -12.5% | -45.3% |
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