-23.7%
DOCN vs BTG
+33.0%
-56.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.4% | +12.0% | +10.1% |
| 7D | +3.7% | +1.4% | +2.4% | +3.2% |
| 30D | -33.7% | -1.1% | -32.5% | -33.6% |
| 3M | -27.9% | +2.5% | -30.4% | -28.6% |
| 6M | -46.4% | -3.1% | -43.4% | -46.8% |
| YTD | +81.1% | +16.3% | +64.8% | +68.8% |
| 1Y | +74.3% | +27.6% | +46.7% | +58.4% |
| 3Y | +245.8% | +89.5% | +156.3% | +168.1% |
| 5Y | -23.7% | +33.6% | -57.3% | -13.1% |
| All | -23.7% | +33.0% | -56.8% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling