+22.0%
BTI vs DOC
+21.7%
+0.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +3.3% | +6.2% | -2.9% | +2.0% |
| 30D | +19.0% | +6.5% | +12.5% | +17.4% |
| 3M | +6.4% | -6.2% | +12.7% | +7.5% |
| 6M | +7.7% | +25.6% | -17.9% | +5.6% |
| YTD | +14.6% | +32.1% | -17.5% | +12.1% |
| 1Y | +22.0% | +20.3% | +1.7% | +23.4% |
| All | +22.0% | +21.7% | +0.3% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling