+6,367.8%
BTI vs ROP
+25,523.2%
-19,155.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.6% |
| 7D | -1.4% | -4.4% | +3.0% | -0.8% |
| 30D | -6.6% | +3.2% | -9.8% | -7.1% |
| 3M | -3.0% | +23.1% | -26.0% | -5.9% |
| 6M | -6.7% | +13.3% | -20.0% | -8.6% |
| YTD | +0.6% | -7.9% | +8.4% | +1.2% |
| 1Y | +5.6% | -22.1% | +27.7% | +8.8% |
| 3Y | +110.3% | -16.8% | +127.1% | +113.8% |
| 5Y | +114.3% | -13.5% | +127.8% | +115.4% |
| 10Y | +67.7% | +137.7% | -70.0% | +47.0% |
| All | +6,367.8% | +25,523.2% | -19,155.4% | +4,465.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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