+70.5%
DOCN vs BTI
+137.8%
-67.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +2.5% |
| 7D | -19.2% | -1.0% | -18.1% | -19.2% |
| 30D | -43.1% | +13.0% | -56.0% | -43.3% |
| 3M | -40.7% | +5.3% | -46.0% | -40.7% |
| 6M | -55.0% | +5.3% | -60.3% | -55.3% |
| YTD | +50.6% | +12.4% | +38.2% | +47.4% |
| 1Y | +54.0% | +18.9% | +35.0% | +48.8% |
| 3Y | +203.9% | +144.0% | +59.9% | +136.2% |
| 5Y | -29.4% | +156.3% | -185.6% | -38.8% |
| All | +70.5% | +137.8% | -67.3% | +44.6% |
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