+153.0%
BTI vs DOC
-21.4%
+174.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.6% |
| 7D | -1.0% | +6.5% | -7.5% | -2.4% |
| 30D | +13.0% | +9.2% | +3.8% | +10.7% |
| 3M | +3.7% | -2.5% | +6.2% | +4.2% |
| 6M | +3.7% | +7.1% | -3.4% | +2.2% |
| YTD | +10.6% | +33.0% | -22.4% | +3.6% |
| 1Y | +17.1% | +23.3% | -6.2% | +11.6% |
| 3Y | +140.2% | +44.9% | +95.3% | +115.7% |
| All | +153.0% | -21.4% | +174.4% | +169.7% |
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