+91.0%
DOCN vs BTDR
-48.4%
+139.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.6% | +4.5% | -1.6% |
| 7D | +19.1% | -6.9% | +26.0% | +21.1% |
| 30D | -21.0% | -31.5% | +10.5% | -12.4% |
| 3M | -34.7% | -36.1% | +1.3% | -26.7% |
| 6M | -45.8% | -57.6% | +11.9% | -35.0% |
| YTD | +79.4% | -50.0% | +129.4% | +97.4% |
| 1Y | +91.0% | -49.6% | +140.6% | +107.9% |
| All | +91.0% | -48.4% | +139.5% | +107.9% |
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