+14.5%
DOC vs BTG
+144.4%
-130.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.5% |
| 7D | +6.5% | +17.4% | -10.9% | +4.8% |
| 30D | +9.2% | +8.0% | +1.2% | +8.1% |
| 3M | -2.5% | +32.5% | -35.0% | -5.7% |
| 6M | +7.1% | +21.6% | -14.5% | +4.0% |
| YTD | +33.0% | +21.2% | +11.8% | +28.4% |
| 1Y | +23.3% | +43.9% | -20.6% | +16.8% |
| 3Y | +44.9% | +78.6% | -33.7% | +31.7% |
| 5Y | -21.6% | +48.8% | -70.4% | -28.5% |
| All | +14.5% | +144.4% | -130.0% | -2.8% |
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