+119.6%
DOCN vs BTSG
+459.6%
-339.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.6% | +1.8% |
| 7D | -19.2% | +0.4% | -19.5% | -19.0% |
| 30D | -43.1% | +5.3% | -48.3% | -44.2% |
| 3M | -40.7% | +10.8% | -51.5% | -43.3% |
| 6M | -55.0% | +27.3% | -82.3% | -59.7% |
| YTD | +50.6% | +79.3% | -28.7% | +16.1% |
| 1Y | +54.0% | +106.0% | -52.0% | +12.4% |
| All | +119.6% | +459.6% | -339.9% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling