+2,683.7%
BTI vs RL
+1,366.2%
+1,317.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.4% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -6.6% | -7.8% | +1.2% | -5.7% |
| 3M | -3.0% | -4.0% | +1.0% | -2.6% |
| 6M | -6.7% | -1.9% | -4.8% | -6.9% |
| YTD | +0.6% | -0.2% | +0.7% | 0.0% |
| 1Y | +5.6% | +10.7% | -5.1% | +3.3% |
| 3Y | +110.3% | +210.8% | -100.4% | +74.5% |
| 5Y | +114.3% | +238.2% | -124.0% | +72.5% |
| 10Y | +67.7% | +313.4% | -245.7% | +25.8% |
| All | +2,683.7% | +1,366.2% | +1,317.5% | +1,864.5% |
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