-48.1%
DOCS vs BTSG
+104.4%
-152.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.1% |
| 7D | -0.8% | +0.4% | -1.2% | -0.7% |
| 30D | +17.4% | +5.3% | +12.2% | +17.4% |
| 3M | +57.4% | +10.8% | +46.5% | +57.0% |
| 6M | +26.5% | +27.3% | -0.8% | +23.7% |
| YTD | -26.6% | +79.3% | -105.9% | -32.9% |
| 1Y | -48.1% | +106.0% | -154.0% | -55.5% |
| All | -48.1% | +104.4% | -152.4% | -55.5% |
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