-4.4%
DOC vs BTG
+142.6%
-147.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | -4.8% | +36.8% | -41.6% | -8.0% |
| 3M | +6.9% | +23.1% | -16.2% | +4.1% |
| 6M | +20.7% | +3.5% | +17.3% | +19.3% |
| YTD | +34.1% | +25.5% | +8.7% | +29.3% |
| 1Y | +22.6% | +40.1% | -17.4% | +16.3% |
| 3Y | +20.8% | +101.1% | -80.3% | +8.5% |
| 5Y | -24.9% | +70.6% | -95.5% | -32.3% |
| All | -4.4% | +142.6% | -147.0% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling