-44.1%
DOCS vs BTDR
-35.9%
-8.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.7% | -1.2% |
| 7D | -0.6% | -7.4% | +6.8% | -0.3% |
| 30D | +6.3% | -33.4% | +39.7% | +8.5% |
| 3M | +26.5% | -26.3% | +52.8% | +27.6% |
| 6M | +24.8% | -52.4% | +77.2% | +27.9% |
| YTD | -26.8% | -42.8% | +16.0% | -26.8% |
| 1Y | -38.3% | -63.7% | +25.4% | -36.5% |
| 3Y | +36.0% | +61.5% | -25.4% | +25.9% |
| 5Y | -55.0% | -35.6% | -19.3% | -59.4% |
| All | -44.1% | -35.9% | -8.2% | -49.3% |
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