-51.1%
DOCS vs BTI
+162.2%
-213.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | -1.3% | +3.3% | -4.6% | -1.6% |
| 30D | +19.4% | +19.0% | +0.4% | +17.8% |
| 3M | +53.4% | +6.4% | +47.0% | +52.4% |
| 6M | +28.8% | +7.7% | +21.1% | +27.2% |
| YTD | -25.1% | +14.6% | -39.7% | -26.7% |
| 1Y | -48.1% | +22.0% | -70.2% | -49.6% |
| 3Y | +51.4% | +148.4% | -97.0% | +27.4% |
| 5Y | -51.1% | +161.3% | -212.4% | -45.0% |
| All | -51.1% | +162.2% | -213.3% | -45.0% |
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