+452.1%
BTSG vs DOC
+26.0%
+426.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | +2.7% | -1.5% | +4.2% | +3.2% |
| 30D | -3.6% | -4.8% | +1.1% | -2.1% |
| 3M | +5.8% | +6.9% | -1.1% | +3.9% |
| 6M | +44.7% | +20.7% | +24.0% | +36.3% |
| YTD | +62.2% | +34.1% | +28.0% | +47.2% |
| 1Y | +152.1% | +22.6% | +129.5% | +135.3% |
| All | +452.1% | +26.0% | +426.1% | +390.7% |
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