+66.4%
DOCN vs BTI
+142.5%
-76.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.2% | -16.0% | -15.9% |
| 7D | -29.3% | +3.3% | -32.6% | -29.3% |
| 30D | -46.0% | +19.0% | -65.0% | -46.3% |
| 3M | -43.2% | +6.4% | -49.6% | -43.1% |
| 6M | -53.7% | +7.7% | -61.4% | -54.0% |
| YTD | +46.9% | +14.6% | +32.3% | +43.9% |
| 1Y | +54.3% | +22.0% | +32.3% | +49.2% |
| 3Y | +185.5% | +148.4% | +37.2% | +122.3% |
| 5Y | -31.1% | +161.3% | -192.4% | -40.3% |
| All | +66.4% | +142.5% | -76.1% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling