+143.3%
DELL vs BTI
+24.7%
+118.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.4% | -12.2% | -7.0% |
| 7D | -24.6% | +5.3% | -29.9% | -22.3% |
| 30D | -32.5% | +19.1% | -51.6% | -26.7% |
| 3M | -20.2% | +6.5% | -26.7% | -16.3% |
| 6M | +76.5% | +9.4% | +67.1% | +81.1% |
| YTD | +198.9% | +14.4% | +184.5% | +196.2% |
| 1Y | +143.3% | +23.9% | +119.4% | +136.8% |
| All | +143.3% | +24.7% | +118.7% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling