-54.2%
DOCS vs BTDR
-39.7%
-14.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +13.3% | -15.3% | -2.8% |
| 7D | -0.8% | -10.4% | +9.6% | -0.3% |
| 30D | +17.4% | -42.2% | +59.6% | +20.8% |
| 3M | +57.4% | -42.8% | +100.2% | +61.3% |
| 6M | +26.5% | -60.2% | +86.7% | +31.2% |
| YTD | -26.6% | -46.3% | +19.8% | -26.3% |
| 1Y | -48.1% | -71.7% | +23.6% | -45.7% |
| 3Y | +52.6% | +54.6% | -2.0% | +41.2% |
| All | -54.2% | -39.7% | -14.5% | -60.7% |
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