+111.1%
DOCN vs BTDR
+23.8%
+87.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.9% | -1.1% | +2.3% |
| 7D | +1.1% | +20.0% | -18.8% | -1.2% |
| 30D | -9.6% | +11.9% | -21.6% | -11.5% |
| 3M | -37.7% | -36.9% | -0.8% | -35.1% |
| 6M | +115.2% | +56.5% | +58.7% | +100.7% |
| YTD | +133.7% | +10.4% | +123.3% | +124.3% |
| 1Y | +250.2% | +3.1% | +247.1% | +234.7% |
| 3Y | +320.3% | -2.6% | +322.9% | +267.7% |
| 5Y | +53.1% | +25.2% | +27.9% | +19.7% |
| All | +111.1% | +23.8% | +87.3% | +66.9% |
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 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