+510.5%
BTSG vs DOC
+24.9%
+485.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +0.4% | +6.5% | -6.1% | -1.4% |
| 30D | +5.3% | +9.2% | -3.9% | +2.4% |
| 3M | +10.8% | -2.5% | +13.3% | +11.6% |
| 6M | +27.3% | +7.1% | +20.2% | +24.7% |
| YTD | +79.3% | +33.0% | +46.3% | +63.0% |
| 1Y | +106.0% | +23.3% | +82.7% | +92.2% |
| All | +510.5% | +24.9% | +485.6% | +443.5% |
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