-47.3%
DOCS vs BTG
+24.4%
-71.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.7% | -2.4% | +4.5% |
| 7D | +1.2% | -0.2% | +1.4% | +1.1% |
| 30D | +21.3% | -0.8% | +22.1% | +21.2% |
| 3M | +58.4% | +31.8% | +26.5% | +50.6% |
| 6M | +39.3% | +20.4% | +18.9% | +32.9% |
| YTD | -21.7% | +14.7% | -36.4% | -26.4% |
| 1Y | -47.3% | +29.4% | -76.7% | -51.0% |
| All | -47.3% | +24.4% | -71.7% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling