+114.5%
BTI vs DAR
-8.0%
+122.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -2.4% | -0.2% | -2.3% | -2.4% |
| 30D | -4.8% | +7.4% | -12.2% | -5.4% |
| 3M | -8.1% | +15.7% | -23.8% | -9.5% |
| 6M | -4.2% | +30.0% | -34.2% | -6.9% |
| YTD | -1.3% | +87.5% | -88.8% | -7.7% |
| 1Y | +2.1% | +113.4% | -111.2% | -5.9% |
| 3Y | +108.9% | +15.3% | +93.6% | +106.0% |
| 5Y | +114.5% | -4.3% | +118.8% | +116.3% |
| All | +114.5% | -8.0% | +122.5% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling