-43.3%
DOCS vs BTDR
-33.9%
-9.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.9% | -8.8% | +0.5% |
| 7D | 0.0% | +7.1% | -7.1% | -0.6% |
| 30D | +7.8% | -31.4% | +39.1% | +9.8% |
| 3M | +20.0% | -39.2% | +59.2% | +22.4% |
| 6M | +26.5% | -50.9% | +77.4% | +29.4% |
| YTD | -25.8% | -41.0% | +15.3% | -25.9% |
| 1Y | -39.5% | -69.9% | +30.5% | -36.9% |
| 3Y | +60.3% | +87.3% | -26.9% | +48.0% |
| 5Y | -57.0% | -33.6% | -23.4% | -61.4% |
| All | -43.3% | -33.9% | -9.4% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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