+8.9%
DOCS vs BTDR
-2.0%
+10.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.7% | -3.1% |
| 7D | -1.4% | +20.0% | -21.4% | -2.9% |
| 30D | +21.8% | +11.9% | +9.9% | +20.4% |
| 3M | +27.3% | -36.9% | +64.2% | +30.4% |
| 6M | -0.3% | +56.5% | -56.9% | -6.5% |
| YTD | -40.5% | +10.4% | -50.9% | -43.0% |
| 1Y | -61.5% | +3.1% | -64.6% | -63.5% |
| All | +8.9% | -2.0% | +10.9% | -11.8% |
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