+13.7%
DOC vs BTG
+138.6%
-124.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.4% | -0.6% |
| 7D | +6.2% | +5.6% | +0.6% | +5.6% |
| 30D | +6.5% | +1.2% | +5.3% | +6.2% |
| 3M | -6.2% | +29.0% | -35.2% | -9.1% |
| 6M | +25.6% | +25.4% | +0.2% | +21.7% |
| YTD | +32.1% | +18.3% | +13.8% | +27.9% |
| 1Y | +20.3% | +32.4% | -12.1% | +15.0% |
| 3Y | +42.7% | +73.3% | -30.5% | +30.1% |
| 5Y | -22.2% | +45.2% | -67.4% | -28.8% |
| All | +13.7% | +138.6% | -124.9% | -3.2% |
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