-21.4%
DOC vs BTG
+43.1%
-64.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.7% | -5.6% | +2.0% |
| 7D | +8.7% | -0.2% | +8.9% | +8.7% |
| 30D | +7.6% | -0.8% | +8.4% | +7.5% |
| 3M | -5.3% | +31.8% | -37.1% | -9.3% |
| 6M | +27.6% | +20.4% | +7.2% | +23.0% |
| YTD | +32.4% | +14.7% | +17.7% | +27.1% |
| 1Y | +22.9% | +29.4% | -6.5% | +15.6% |
| 3Y | +43.1% | +68.0% | -24.9% | +24.8% |
| 5Y | -21.4% | +45.5% | -66.9% | -29.7% |
| All | -21.4% | +43.1% | -64.5% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling