+103.1%
DOCN vs BTI
+141.7%
-38.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.4% | -5.6% | -4.1% |
| 7D | +19.1% | +1.6% | +17.5% | +19.1% |
| 30D | -21.0% | +9.2% | -30.2% | -21.1% |
| 3M | -34.7% | +9.6% | -44.4% | -34.8% |
| 6M | -45.8% | -2.4% | -43.3% | -45.2% |
| YTD | +79.4% | +14.2% | +65.2% | +75.6% |
| 1Y | +91.0% | +20.3% | +70.7% | +84.8% |
| 3Y | +237.5% | +147.4% | +90.0% | +162.5% |
| 5Y | -30.4% | +155.4% | -185.8% | -39.9% |
| All | +103.1% | +141.7% | -38.6% | +72.3% |
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