+3,018.8%
BTI vs RL
+1,536.1%
+1,482.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -3.2% | +2.4% | -5.6% | -3.6% |
| 30D | +9.7% | +4.6% | +5.1% | +8.9% |
| 3M | +11.1% | -1.1% | +12.2% | +11.1% |
| 6M | -1.2% | +16.5% | -17.7% | -3.7% |
| YTD | +12.7% | +11.4% | +1.3% | +10.2% |
| 1Y | +15.8% | +16.1% | -0.3% | +12.6% |
| 3Y | +148.9% | +252.6% | -103.7% | +102.8% |
| 5Y | +151.9% | +244.9% | -92.9% | +102.5% |
| 10Y | +124.2% | +342.4% | -218.2% | +66.5% |
| All | +3,018.8% | +1,536.1% | +1,482.7% | +2,065.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling