+112.1%
BTI vs DAR
+14.9%
+97.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.5% |
| 7D | -1.4% | -0.9% | -0.5% | -1.3% |
| 30D | -7.0% | +13.0% | -20.0% | -7.6% |
| 3M | -6.3% | +15.0% | -21.3% | -7.0% |
| 6M | -2.0% | +26.8% | -28.8% | -3.3% |
| YTD | +0.2% | +86.4% | -86.2% | -3.3% |
| 1Y | +3.8% | +115.1% | -111.3% | -0.6% |
| 3Y | +112.1% | +14.6% | +97.5% | +124.3% |
| All | +112.1% | +14.9% | +97.2% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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