+137.3%
DOCN vs BTSG
+476.3%
-339.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.0% | +5.1% | +6.9% |
| 7D | -12.8% | +4.4% | -17.2% | -13.8% |
| 30D | -41.9% | +8.5% | -50.4% | -43.7% |
| 3M | -36.9% | +10.8% | -47.7% | -39.6% |
| 6M | -52.2% | +26.1% | -78.4% | -57.1% |
| YTD | +62.7% | +84.6% | -21.9% | +24.2% |
| 1Y | +58.2% | +108.7% | -50.4% | +15.1% |
| All | +137.3% | +476.3% | -339.0% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling