+111.9%
DOCN vs BTI
+138.4%
-26.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +27.4% | -3.2% | +30.6% | +27.4% |
| 30D | -29.7% | +9.7% | -39.4% | -29.9% |
| 3M | -32.5% | +11.1% | -43.5% | -32.7% |
| 6M | -42.2% | -1.2% | -41.0% | -41.8% |
| YTD | +87.2% | +12.7% | +74.5% | +83.2% |
| 1Y | +86.2% | +15.8% | +70.4% | +81.1% |
| 3Y | +257.4% | +148.9% | +108.5% | +176.5% |
| 5Y | -27.4% | +151.9% | -179.3% | -37.3% |
| All | +111.9% | +138.4% | -26.5% | +79.7% |
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