+250.2%
DOCN vs BTDR
-4.8%
+254.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.9% | -1.1% | +1.9% |
| 7D | +1.1% | +20.0% | -18.8% | -3.2% |
| 30D | -9.6% | +11.9% | -21.6% | -13.0% |
| 3M | -37.7% | -36.9% | -0.8% | -33.5% |
| 6M | +115.2% | +56.5% | +58.7% | +87.6% |
| YTD | +133.7% | +10.4% | +123.3% | +112.9% |
| 1Y | +250.2% | +3.1% | +247.1% | +233.2% |
| All | +250.2% | -4.8% | +254.9% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling