-46.9%
BTDR vs DOC
-26.7%
-20.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -50.3% |
| 6M | -57.5% | +25.6% | -83.0% | -63.9% |
| YTD | -52.6% | +32.1% | -84.7% | -60.5% |
| 1Y | -76.0% | +20.3% | -96.2% | -78.9% |
| 3Y | +33.1% | +42.7% | -9.7% | +10.5% |
| 5Y | -46.6% | -22.2% | -24.5% | -55.2% |
| All | -46.9% | -26.7% | -20.2% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling