+105.1%
BTI vs RRC
+31.0%
+74.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.4% | -1.7% | -0.7% | -2.4% |
| 30D | -4.8% | +3.6% | -8.4% | -4.9% |
| 3M | -8.1% | +8.8% | -17.0% | -8.4% |
| 6M | -4.2% | +0.8% | -5.0% | -4.2% |
| YTD | -1.3% | +19.0% | -20.3% | -1.9% |
| 1Y | +2.1% | +22.9% | -20.8% | +1.3% |
| All | +105.1% | +31.0% | +74.1% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling