+60.1%
DOCN vs BTI
+115.0%
-55.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +2.9% |
| 7D | +1.1% | -1.4% | +2.5% | +1.2% |
| 30D | -9.6% | -6.6% | -3.0% | -9.1% |
| 3M | -37.7% | -3.0% | -34.7% | -38.1% |
| 6M | +115.2% | -6.7% | +121.9% | +114.8% |
| YTD | +133.7% | +0.6% | +133.2% | +128.9% |
| 1Y | +250.2% | +5.6% | +244.6% | +238.8% |
| 3Y | +320.3% | +110.3% | +210.0% | +217.4% |
| All | +60.1% | +115.0% | -55.0% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling