+49.3%
DOCN vs BTDR
-35.9%
+85.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.0% |
| 7D | -12.1% | -7.4% | -4.8% | -11.1% |
| 30D | -41.0% | -33.4% | -7.6% | -37.6% |
| 3M | -38.7% | -26.3% | -12.4% | -36.2% |
| 6M | -51.5% | -52.4% | +0.9% | -47.4% |
| YTD | +65.3% | -42.8% | +108.1% | +72.9% |
| 1Y | +53.9% | -63.7% | +117.6% | +67.7% |
| 3Y | +215.6% | +61.5% | +154.1% | +186.6% |
| 5Y | -26.2% | -35.6% | +9.5% | -36.1% |
| All | +49.3% | -35.9% | +85.2% | +28.7% |
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