+52.6%
DOCS vs BTDR
+47.8%
+4.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +13.3% | -15.3% | -3.1% |
| 7D | -0.8% | -10.4% | +9.6% | -0.2% |
| 30D | +17.4% | -42.2% | +59.6% | +22.1% |
| 3M | +57.4% | -42.8% | +100.2% | +62.7% |
| 6M | +26.5% | -60.2% | +86.7% | +32.9% |
| YTD | -26.6% | -46.3% | +19.8% | -26.4% |
| 1Y | -48.1% | -71.7% | +23.6% | -44.8% |
| 3Y | +52.6% | +54.6% | -2.0% | +12.8% |
| All | +52.6% | +47.8% | +4.8% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling