+5,398.9%
BTI vs DAR
+1,481.7%
+3,917.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | -3.2% | +9.2% | -12.4% | -3.6% |
| 30D | +9.7% | -12.3% | +22.0% | +10.3% |
| 3M | +11.1% | -12.7% | +23.8% | +11.6% |
| 6M | -1.2% | -12.8% | +11.6% | -0.8% |
| YTD | +12.7% | +53.8% | -41.1% | +10.2% |
| 1Y | +15.8% | +60.3% | -44.5% | +13.1% |
| 3Y | +148.9% | +31.7% | +117.1% | +143.3% |
| 5Y | +151.9% | -27.7% | +179.7% | +151.6% |
| 10Y | +124.2% | +309.8% | -185.6% | +107.4% |
| All | +5,398.9% | +1,481.7% | +3,917.2% | +5,171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling