-47.3%
DOCS vs BTI
+24.7%
-72.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.4% | +3.0% | +6.4% |
| 7D | +1.2% | +5.3% | -4.1% | +1.4% |
| 30D | +21.3% | +19.1% | +2.2% | +22.5% |
| 3M | +58.4% | +6.5% | +51.9% | +57.2% |
| 6M | +39.3% | +9.4% | +29.9% | +36.6% |
| YTD | -21.7% | +14.4% | -36.1% | -23.3% |
| 1Y | -47.3% | +23.9% | -71.2% | -49.1% |
| All | -47.3% | +24.7% | -72.0% | -49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling