-37.1%
DOCS vs BTG
+36.8%
-73.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +2.6% | -9.1% | +11.6% | +4.2% |
| 30D | +11.4% | -1.6% | +13.0% | +11.5% |
| 3M | +25.4% | -2.8% | +28.2% | +25.2% |
| 6M | +42.5% | -7.6% | +50.1% | +41.8% |
| YTD | -24.7% | +10.2% | -34.9% | -28.1% |
| 1Y | -32.9% | +21.3% | -54.2% | -37.1% |
| 3Y | +39.6% | +82.7% | -43.1% | +14.0% |
| 5Y | -54.6% | +30.8% | -85.4% | -58.9% |
| All | -37.1% | +36.8% | -73.9% | -48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling