+335.7%
BTI vs DG
+577.8%
-242.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.2% |
| 7D | -1.4% | -2.5% | +1.1% | -1.1% |
| 30D | -7.0% | +1.0% | -8.1% | -7.2% |
| 3M | -6.3% | +20.3% | -26.6% | -8.7% |
| 6M | -2.0% | -11.7% | +9.8% | -0.7% |
| YTD | +0.2% | -2.3% | +2.5% | 0.0% |
| 1Y | +3.8% | +20.0% | -16.2% | +0.4% |
| 3Y | +112.1% | +7.2% | +104.8% | +103.2% |
| 5Y | +113.6% | -37.9% | +151.5% | +120.1% |
| 10Y | +69.6% | +107.3% | -37.7% | +42.6% |
| All | +335.7% | +577.8% | -242.0% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling