+105.1%
DOCN vs BTI
+138.4%
-33.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.4% | +9.2% | +9.6% |
| 7D | +3.7% | -3.0% | +6.8% | +3.7% |
| 30D | -33.7% | +9.8% | -43.4% | -33.8% |
| 3M | -27.9% | +9.2% | -37.1% | -28.0% |
| 6M | -46.4% | +4.0% | -50.5% | -46.6% |
| YTD | +81.1% | +12.7% | +68.4% | +77.2% |
| 1Y | +74.3% | +15.9% | +58.4% | +69.5% |
| 3Y | +245.8% | +148.9% | +96.9% | +167.6% |
| 5Y | -23.7% | +152.8% | -176.5% | -34.2% |
| All | +105.1% | +138.4% | -33.4% | +73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling