-38.0%
DOCS vs BTG
+58.3%
-96.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | +0.2% |
| 7D | 0.0% | +19.1% | -19.1% | -3.2% |
| 30D | +7.8% | +8.2% | -0.4% | +6.0% |
| 3M | +20.0% | +13.3% | +6.6% | +16.5% |
| 6M | +26.5% | +8.1% | +18.4% | +22.5% |
| YTD | -25.8% | +27.5% | -53.3% | -31.0% |
| 1Y | -39.5% | +47.1% | -86.5% | -45.1% |
| 3Y | +60.3% | +105.8% | -45.4% | +28.6% |
| 5Y | -57.0% | +55.8% | -112.8% | -62.6% |
| All | -38.0% | +58.3% | -96.3% | -50.5% |
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