+66.4%
DOCN vs BTG
+41.7%
+24.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +3.1% | -19.0% | -16.5% |
| 7D | -29.3% | +5.6% | -34.9% | -30.2% |
| 30D | -46.0% | +1.2% | -47.2% | -46.2% |
| 3M | -43.2% | +29.0% | -72.2% | -46.5% |
| 6M | -53.7% | +25.4% | -79.1% | -56.3% |
| YTD | +46.9% | +18.3% | +28.6% | +37.2% |
| 1Y | +54.3% | +32.4% | +21.9% | +40.1% |
| 3Y | +185.5% | +73.3% | +112.3% | +132.5% |
| 5Y | -31.1% | +45.2% | -76.3% | -42.9% |
| All | +66.4% | +41.7% | +24.6% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling