-50.3%
DOCS vs BTG
+55.8%
-106.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.5% |
| 7D | -1.4% | -0.9% | -0.5% | -1.3% |
| 30D | +21.8% | +36.8% | -15.0% | +15.3% |
| 3M | +27.3% | +23.1% | +4.2% | +21.8% |
| 6M | -0.3% | +3.5% | -3.8% | -2.9% |
| YTD | -40.5% | +25.5% | -66.0% | -44.3% |
| 1Y | -61.5% | +40.1% | -101.6% | -65.0% |
| 3Y | +8.2% | +101.1% | -92.9% | -12.7% |
| 5Y | -73.4% | +70.6% | -144.0% | -77.6% |
| All | -50.3% | +55.8% | -106.0% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling