+6,868.1%
BTI vs DOC
+2,934.4%
+3,933.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +2.7% |
| 7D | +5.3% | +8.7% | -3.4% | +3.4% |
| 30D | +19.1% | +7.6% | +11.4% | +17.1% |
| 3M | +6.5% | -5.3% | +11.8% | +7.7% |
| 6M | +9.4% | +27.6% | -18.2% | +3.2% |
| YTD | +14.4% | +32.4% | -18.0% | +6.8% |
| 1Y | +23.9% | +22.9% | +1.0% | +17.6% |
| 3Y | +147.9% | +43.1% | +104.8% | +124.4% |
| 5Y | +163.0% | -21.4% | +184.4% | +169.6% |
| 10Y | +119.1% | +16.8% | +102.3% | +98.6% |
| All | +6,868.1% | +2,934.4% | +3,933.7% | +3,379.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling