-47.3%
DOCS vs BTSG
+111.7%
-159.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.4% |
| 7D | +1.2% | +17.4% | -16.2% | +0.9% |
| 30D | +21.3% | +12.6% | +8.7% | +21.0% |
| 3M | +58.4% | +11.2% | +47.2% | +58.0% |
| 6M | +39.3% | +30.4% | +8.9% | +36.4% |
| YTD | -21.7% | +86.4% | -108.1% | -28.4% |
| 1Y | -47.3% | +117.9% | -165.2% | -55.6% |
| All | -47.3% | +111.7% | -159.0% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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