+534.5%
BTSG vs DOC
+24.3%
+510.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -1.0% |
| 7D | +17.4% | +8.7% | +8.7% | +14.5% |
| 30D | +12.6% | +7.6% | +4.9% | +10.0% |
| 3M | +11.2% | -5.3% | +16.5% | +13.0% |
| 6M | +30.4% | +27.6% | +2.8% | +20.1% |
| YTD | +86.4% | +32.4% | +54.0% | +69.6% |
| 1Y | +117.9% | +22.9% | +95.1% | +103.5% |
| All | +534.5% | +24.3% | +510.2% | +465.7% |
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 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