+2,545.7%
DUK vs BTI
+5,940.0%
-3,394.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -0.1% | -2.4% | +2.3% | +0.4% |
| 30D | +0.2% | -4.8% | +5.0% | +1.1% |
| 3M | -1.9% | -8.1% | +6.2% | -0.4% |
| 6M | -6.5% | -4.2% | -2.3% | -6.0% |
| YTD | +5.4% | -1.3% | +6.7% | +5.3% |
| 1Y | +3.6% | +2.1% | +1.4% | +2.7% |
| 3Y | +48.1% | +108.9% | -60.8% | +28.2% |
| 5Y | +39.6% | +114.5% | -74.9% | +19.6% |
| 10Y | +131.8% | +72.2% | +59.6% | +101.6% |
| All | +2,545.7% | +5,940.0% | -3,394.2% | +1,356.4% |
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