-38.7%
DOCS vs BTI
+133.1%
-171.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.7% |
| 7D | -0.8% | -1.0% | +0.3% | -0.7% |
| 30D | +17.4% | +13.0% | +4.4% | +16.1% |
| 3M | +57.4% | +3.7% | +53.7% | +56.7% |
| 6M | +26.5% | +3.7% | +22.9% | +25.3% |
| YTD | -26.6% | +10.6% | -37.2% | -28.1% |
| 1Y | -48.1% | +17.1% | -65.1% | -49.5% |
| 3Y | +52.6% | +140.2% | -87.6% | +27.0% |
| 5Y | -52.1% | +152.2% | -204.3% | -58.0% |
| All | -38.7% | +133.1% | -171.7% | -44.3% |
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