-52.9%
DOCS vs BTI
+153.9%
-206.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | +2.6% | +1.6% | +0.9% | +2.4% |
| 30D | +11.4% | +9.2% | +2.2% | +10.7% |
| 3M | +25.4% | +9.6% | +15.7% | +24.4% |
| 6M | +42.5% | -2.4% | +45.0% | +41.9% |
| YTD | -24.7% | +14.2% | -38.9% | -26.2% |
| 1Y | -32.9% | +20.3% | -53.2% | -34.7% |
| 3Y | +39.6% | +147.4% | -107.8% | +17.9% |
| All | -52.9% | +153.9% | -206.8% | -45.8% |
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