+107.1%
BTI vs DKS
+27.3%
+79.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -2.0% | -4.7% | +2.8% | -2.0% |
| 30D | -3.4% | -35.1% | +31.6% | -3.3% |
| 3M | -9.0% | -37.7% | +28.7% | -8.8% |
| 6M | -5.0% | -30.7% | +25.7% | -4.7% |
| YTD | -0.3% | -31.9% | +31.6% | 0.0% |
| 1Y | +3.1% | -40.0% | +43.1% | +3.4% |
| All | +107.1% | +27.3% | +79.7% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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