+113.9%
BTI vs DOC
+21.1%
+92.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.8% |
| 7D | -2.9% | +5.9% | -8.8% | -4.4% |
| 30D | +8.3% | +10.3% | -2.0% | +5.5% |
| 3M | +2.9% | -2.2% | +5.1% | +3.4% |
| 6M | +6.2% | +8.2% | -2.0% | +4.0% |
| YTD | +10.9% | +35.4% | -24.4% | +1.8% |
| 1Y | +16.6% | +23.6% | -7.1% | +9.6% |
| 3Y | +142.2% | +57.3% | +85.0% | +109.5% |
| 5Y | +151.3% | -19.6% | +170.9% | +159.2% |
| 10Y | +113.9% | +20.8% | +93.1% | +91.4% |
| All | +113.9% | +21.1% | +92.8% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling