+47.0%
DOCN vs BTDR
-33.9%
+80.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +9.9% | -1.9% | +6.6% |
| 7D | -12.8% | +7.1% | -19.9% | -13.6% |
| 30D | -41.9% | -31.4% | -10.6% | -38.8% |
| 3M | -36.9% | -39.2% | +2.3% | -33.1% |
| 6M | -52.2% | -50.9% | -1.3% | -48.5% |
| YTD | +62.7% | -41.0% | +103.8% | +69.5% |
| 1Y | +58.2% | -69.9% | +128.2% | +75.1% |
| 3Y | +219.5% | +87.3% | +132.2% | +187.2% |
| 5Y | -32.9% | -33.6% | +0.8% | -42.2% |
| All | +47.0% | -33.9% | +80.9% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling