+215.6%
DOCN vs BTG
+93.0%
+122.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +2.6% |
| 7D | -12.1% | +13.0% | -25.1% | -14.2% |
| 30D | -41.0% | +1.1% | -42.2% | -41.2% |
| 3M | -38.7% | +5.3% | -44.0% | -39.3% |
| 6M | -51.5% | +1.1% | -52.6% | -52.1% |
| YTD | +65.3% | +19.2% | +46.0% | +56.9% |
| 1Y | +53.9% | +31.5% | +22.4% | +43.5% |
| 3Y | +215.6% | +94.3% | +121.3% | +175.3% |
| All | +215.6% | +93.0% | +122.5% | +175.3% |
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