-50.3%
DOCS vs BTI
+111.9%
-162.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.7% |
| 7D | -1.4% | -1.4% | 0.0% | -1.3% |
| 30D | +21.8% | -6.6% | +28.4% | +22.4% |
| 3M | +27.3% | -3.0% | +30.3% | +27.7% |
| 6M | -0.3% | -6.7% | +6.3% | -0.4% |
| YTD | -40.5% | +0.6% | -41.1% | -41.2% |
| 1Y | -61.5% | +5.6% | -67.1% | -62.2% |
| 3Y | +8.2% | +110.3% | -102.2% | -8.6% |
| 5Y | -73.4% | +114.3% | -187.7% | -75.4% |
| All | -50.3% | +111.9% | -162.2% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling