+36.1%
DOCN vs BTDR
-39.9%
+75.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +13.3% | -10.8% | +0.6% |
| 7D | -19.2% | -10.4% | -8.8% | -17.9% |
| 30D | -43.1% | -42.2% | -0.9% | -38.6% |
| 3M | -40.7% | -42.8% | +2.1% | -36.5% |
| 6M | -55.0% | -60.2% | +5.2% | -50.1% |
| YTD | +50.6% | -46.3% | +97.0% | +59.0% |
| 1Y | +54.0% | -71.7% | +125.6% | +71.9% |
| 3Y | +203.9% | +54.6% | +149.3% | +178.1% |
| 5Y | -29.4% | -39.5% | +10.2% | -38.5% |
| All | +36.1% | -39.9% | +75.9% | +18.3% |
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