-42.5%
DOCS vs BTDR
-44.0%
+1.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.6% | +9.1% | +0.9% |
| 7D | +2.6% | -6.9% | +9.5% | +2.9% |
| 30D | +11.4% | -31.5% | +43.0% | +13.5% |
| 3M | +25.4% | -36.1% | +61.5% | +27.5% |
| 6M | +42.5% | -57.6% | +100.2% | +47.0% |
| YTD | -24.7% | -50.0% | +25.3% | -24.2% |
| 1Y | -32.9% | -49.6% | +16.7% | -32.7% |
| 3Y | +39.6% | +48.5% | -8.9% | +30.1% |
| 5Y | -54.6% | -43.8% | -10.8% | -58.9% |
| All | -42.5% | -44.0% | +1.5% | -47.5% |
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