-6.5%
DUK vs BTI
-3.2%
-3.3%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | -0.1% | -2.4% | +2.3% | +0.6% |
| 30D | +0.2% | -4.8% | +5.0% | +1.7% |
| 3M | -1.9% | -8.1% | +6.2% | +0.5% |
| 6M | -6.5% | -4.2% | -2.3% | -6.0% |
| All | -6.5% | -3.2% | -3.3% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling