+13.2%
DOCS vs FBTC
+57.6%
-44.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.9% | +0.6% | -3.5% |
| 7D | -1.3% | -5.8% | +4.4% | -0.3% |
| 30D | +19.4% | -11.2% | +30.6% | +21.7% |
| 3M | +53.4% | +17.3% | +36.1% | +49.5% |
| 6M | +28.8% | -6.9% | +35.7% | +29.5% |
| YTD | -25.1% | -13.2% | -11.9% | -24.0% |
| 1Y | -48.1% | -26.9% | -21.2% | -45.8% |
| All | +13.2% | +57.6% | -44.4% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 5y: compounded portfolio wealth divided by compounded FBTC 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…
5y analysis · Full analysis span regression · 6 months rolling