+68.6%
BTI vs RL
+307.1%
-238.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -1.0% |
| 7D | -2.4% | -0.3% | -2.2% | -2.4% |
| 30D | -4.8% | -17.5% | +12.8% | -2.0% |
| 3M | -8.1% | -14.0% | +5.9% | -6.2% |
| 6M | -4.2% | -2.0% | -2.2% | -4.4% |
| YTD | -1.3% | -4.6% | +3.3% | -1.3% |
| 1Y | +2.1% | +9.5% | -7.4% | -0.2% |
| 3Y | +108.9% | +200.5% | -91.6% | +67.2% |
| 5Y | +114.5% | +226.3% | -111.8% | +64.9% |
| All | +68.6% | +307.1% | -238.4% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling