+203.9%
DOCN vs BTG
+78.1%
+125.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | +0.1% | +2.1% |
| 7D | -19.2% | +17.4% | -36.5% | -21.5% |
| 30D | -43.1% | +8.0% | -51.1% | -43.7% |
| 3M | -40.7% | +32.5% | -73.2% | -43.4% |
| 6M | -55.0% | +21.6% | -76.6% | -56.6% |
| YTD | +50.6% | +21.2% | +29.4% | +42.7% |
| 1Y | +54.0% | +43.9% | +10.1% | +41.6% |
| 3Y | +203.9% | +78.6% | +125.3% | +174.3% |
| All | +203.9% | +78.1% | +125.8% | +174.3% |
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