-34.9%
DOCS vs BTSG
+110.2%
-145.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | 0.0% |
| 7D | +0.1% | +8.5% | -8.4% | -0.2% |
| 30D | +8.7% | +14.0% | -5.4% | +8.3% |
| 3M | +32.9% | +19.7% | +13.1% | +31.8% |
| 6M | +25.5% | +28.7% | -3.2% | +23.1% |
| YTD | -25.0% | +90.8% | -115.8% | -32.7% |
| 1Y | -34.9% | +112.4% | -147.2% | -44.4% |
| All | -34.9% | +110.2% | -145.1% | -44.4% |
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