+237.5%
DOCN vs BTG
+82.1%
+155.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.0% |
| 7D | +19.1% | -9.1% | +28.2% | +20.8% |
| 30D | -21.0% | -1.6% | -19.4% | -21.0% |
| 3M | -34.7% | -2.8% | -31.9% | -34.6% |
| 6M | -45.8% | -7.6% | -38.2% | -45.7% |
| YTD | +79.4% | +10.2% | +69.2% | +72.3% |
| 1Y | +91.0% | +21.3% | +69.8% | +80.2% |
| 3Y | +237.5% | +82.7% | +154.8% | +196.1% |
| All | +237.5% | +82.1% | +155.4% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling