+32.7%
DOCN vs BTDR
-46.9%
+79.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -18.7% | +2.8% | -13.2% |
| 7D | -29.3% | -29.9% | +0.7% | -25.6% |
| 30D | -46.0% | -51.3% | +5.3% | -40.4% |
| 3M | -43.2% | -52.0% | +8.8% | -37.7% |
| 6M | -53.7% | -57.5% | +3.7% | -49.0% |
| YTD | +46.9% | -52.6% | +99.6% | +57.9% |
| 1Y | +54.3% | -76.0% | +130.3% | +76.2% |
| 3Y | +185.5% | +33.1% | +152.5% | +166.4% |
| 5Y | -31.1% | -46.6% | +15.5% | -38.9% |
| All | +32.7% | -46.9% | +79.6% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling