+133.1%
BTI vs OSCR
-9.0%
+142.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -0.2% | +1.6% | -1.8% | -0.2% |
| 30D | -1.1% | +10.7% | -11.7% | -1.3% |
| 3M | -8.8% | +13.4% | -22.1% | -9.2% |
| 6M | -4.0% | +144.6% | -148.5% | -6.4% |
| YTD | +0.4% | +128.0% | -127.7% | -2.1% |
| 1Y | +1.9% | +68.7% | -66.7% | -0.1% |
| 3Y | +108.5% | +398.8% | -290.3% | +94.6% |
| 5Y | +118.5% | +87.3% | +31.3% | +105.1% |
| All | +133.1% | -9.0% | +142.0% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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