-71.7%
DOCU vs BTG
+47.1%
-118.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.1% | -1.9% |
| 7D | -5.5% | +17.4% | -22.9% | -7.2% |
| 30D | +12.6% | +8.0% | +4.6% | +11.4% |
| 3M | +36.4% | +32.5% | +3.9% | +30.8% |
| 6M | +66.8% | +21.6% | +45.2% | +61.0% |
| YTD | +13.5% | +21.2% | -7.8% | +7.9% |
| 1Y | +11.3% | +43.9% | -32.6% | +3.0% |
| 3Y | +92.1% | +78.6% | +13.5% | +65.1% |
| All | -71.7% | +47.1% | -118.8% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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