+125.4%
BTI vs RNG
+305.9%
-180.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.4% | -4.1% | +1.6% | -2.2% |
| 30D | -4.8% | +8.6% | -13.4% | -5.2% |
| 3M | -8.1% | +78.0% | -86.1% | -11.2% |
| 6M | -4.2% | +67.0% | -71.2% | -7.4% |
| YTD | -1.3% | +142.4% | -143.7% | -7.2% |
| 1Y | +2.1% | +120.4% | -118.3% | -3.6% |
| 3Y | +108.9% | +122.1% | -13.2% | +94.3% |
| 5Y | +114.5% | -69.8% | +184.3% | +123.3% |
| 10Y | +72.2% | +223.4% | -151.1% | +36.0% |
| All | +125.4% | +305.9% | -180.5% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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