+61.2%
FBTC vs DOC
+21.8%
+39.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -1.2% | +6.5% | -7.7% | -2.6% |
| 30D | -9.1% | +9.2% | -18.3% | -11.0% |
| 3M | +17.6% | -2.5% | +20.0% | +18.3% |
| 6M | -7.1% | +7.1% | -14.2% | -8.7% |
| YTD | -13.6% | +33.0% | -46.5% | -19.9% |
| 1Y | -25.1% | +23.3% | -48.3% | -29.2% |
| All | +61.2% | +21.8% | +39.4% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling