-38.7%
DOCS vs BTG
+50.5%
-89.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.5% |
| 7D | -0.8% | +17.4% | -18.2% | -3.7% |
| 30D | +17.4% | +8.0% | +9.4% | +15.6% |
| 3M | +57.4% | +32.5% | +24.8% | +49.3% |
| 6M | +26.5% | +21.6% | +5.0% | +21.0% |
| YTD | -26.6% | +21.2% | -47.8% | -31.1% |
| 1Y | -48.1% | +43.9% | -91.9% | -52.7% |
| 3Y | +52.6% | +78.6% | -26.0% | +27.3% |
| 5Y | -52.1% | +48.8% | -100.9% | -58.0% |
| All | -38.7% | +50.5% | -89.1% | -50.6% |
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