-38.7%
DOCS vs BTI
+136.8%
-175.5%
-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% | +5.3% | +52.0% | +56.5% |
| 6M | +26.5% | +5.3% | +21.2% | +25.2% |
| YTD | -26.6% | +12.4% | -39.0% | -28.1% |
| 1Y | -48.1% | +18.9% | -67.0% | -49.5% |
| 3Y | +52.6% | +144.0% | -91.4% | +26.8% |
| 5Y | -52.1% | +156.3% | -208.3% | -58.1% |
| All | -38.7% | +136.8% | -175.5% | -44.4% |
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