+70.3%
FBTC vs DOC
+21.2%
+49.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +2.1% |
| 7D | -1.8% | +8.7% | -10.5% | -3.6% |
| 30D | -6.6% | +7.6% | -14.3% | -8.3% |
| 3M | +24.5% | -5.3% | +29.8% | +26.1% |
| 6M | -0.2% | +27.6% | -27.8% | -6.6% |
| YTD | -8.7% | +32.4% | -41.1% | -15.3% |
| 1Y | -20.7% | +22.9% | -43.6% | -25.1% |
| All | +70.3% | +21.2% | +49.0% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling