-51.1%
DOCS vs BTDR
-46.6%
-4.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -18.7% | +14.4% | -3.2% |
| 7D | -1.3% | -29.9% | +28.6% | +0.6% |
| 30D | +19.4% | -51.3% | +70.7% | +24.2% |
| 3M | +53.4% | -52.0% | +105.4% | +59.0% |
| 6M | +28.8% | -57.5% | +86.2% | +32.6% |
| YTD | -25.1% | -52.6% | +27.6% | -24.2% |
| 1Y | -48.1% | -76.0% | +27.8% | -45.2% |
| 3Y | +51.4% | +33.1% | +18.3% | +41.1% |
| 5Y | -51.1% | -46.6% | -4.5% | -57.6% |
| All | -51.1% | -46.6% | -4.5% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling