-54.2%
DOCS vs BTI
+151.8%
-206.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.3% |
| 3M | +57.4% | +3.7% | +53.7% | +56.8% |
| 6M | +26.5% | +3.7% | +22.9% | +25.4% |
| YTD | -26.6% | +10.6% | -37.2% | -27.9% |
| 1Y | -48.1% | +17.1% | -65.1% | -49.4% |
| 3Y | +52.6% | +140.2% | -87.6% | +28.7% |
| All | -54.2% | +151.8% | -206.0% | -49.7% |
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