+13.2%
DOCS vs BTSG
+476.3%
-463.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.6% |
| 7D | 0.0% | +4.4% | -4.4% | -0.7% |
| 30D | +7.8% | +8.5% | -0.7% | +6.2% |
| 3M | +20.0% | +10.8% | +9.2% | +17.4% |
| 6M | +26.5% | +26.1% | +0.4% | +19.2% |
| YTD | -25.8% | +84.6% | -110.4% | -36.5% |
| 1Y | -39.5% | +108.7% | -148.1% | -49.8% |
| All | +13.2% | +476.3% | -463.1% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling