-35.6%
DOCN vs BTI
+151.8%
-187.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -43.5% |
| 3M | -40.7% | +3.7% | -44.4% | -40.7% |
| 6M | -55.0% | +3.7% | -58.6% | -55.4% |
| YTD | +50.6% | +10.6% | +40.0% | +46.5% |
| 1Y | +54.0% | +17.1% | +36.9% | +47.4% |
| 3Y | +203.9% | +140.2% | +63.7% | +120.6% |
| All | -35.6% | +151.8% | -187.4% | -39.6% |
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 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