+70.3%
BTI vs RRC
+6.5%
+63.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +1.0% |
| 7D | -2.0% | -1.2% | -0.8% | -1.9% |
| 30D | -3.4% | +3.0% | -6.4% | -3.6% |
| 3M | -9.0% | +7.3% | -16.3% | -9.4% |
| 6M | -5.0% | +3.6% | -8.6% | -5.3% |
| YTD | -0.3% | +19.4% | -19.7% | -1.6% |
| 1Y | +3.1% | +21.4% | -18.3% | +1.6% |
| 3Y | +111.0% | +32.8% | +78.2% | +104.9% |
| 5Y | +117.0% | +152.0% | -34.9% | +100.2% |
| All | +70.3% | +6.5% | +63.8% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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