+23.9%
BTI vs DG
+45.3%
-21.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.5% | -5.1% | +2.0% |
| 7D | +5.3% | +12.3% | -7.0% | +3.4% |
| 30D | +19.1% | +19.3% | -0.2% | +16.0% |
| 3M | +6.5% | +11.9% | -5.3% | +4.6% |
| 6M | +9.4% | +25.0% | -15.6% | +6.5% |
| YTD | +14.4% | +8.7% | +5.7% | +12.4% |
| 1Y | +23.9% | +44.7% | -20.8% | +16.9% |
| All | +23.9% | +45.3% | -21.4% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling