+115.2%
BTI vs DOC
-24.5%
+139.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | -1.4% | -1.5% | +0.1% | -1.1% |
| 30D | -6.6% | -4.8% | -1.8% | -5.6% |
| 3M | -3.0% | +6.9% | -9.9% | -4.3% |
| 6M | -6.7% | +20.7% | -27.4% | -10.5% |
| YTD | +0.6% | +34.1% | -33.6% | -6.1% |
| 1Y | +5.6% | +22.6% | -17.0% | +0.5% |
| 3Y | +110.3% | +20.8% | +89.5% | +98.9% |
| All | +115.2% | -24.5% | +139.7% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling