-9.3%
DOCS vs BTSG
+406.1%
-415.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.6% | -2.6% |
| 7D | -1.4% | +2.7% | -4.1% | -1.9% |
| 30D | +21.8% | -3.6% | +25.5% | +22.6% |
| 3M | +27.3% | +5.8% | +21.5% | +24.7% |
| 6M | -0.3% | +44.7% | -45.1% | -9.8% |
| YTD | -40.5% | +62.2% | -102.7% | -47.8% |
| 1Y | -61.5% | +152.1% | -213.6% | -70.0% |
| All | -9.3% | +406.1% | -415.3% | -40.5% |
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 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