-99.6%
DFNS vs BTDR
-69.9%
-29.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -5.6% | -12.7% | -16.3% |
| 7D | -27.7% | -17.6% | -10.1% | -22.5% |
| 30D | -58.0% | -40.3% | -17.7% | -49.6% |
| 3M | -94.0% | -42.6% | -51.4% | -92.8% |
| 6M | -94.6% | -46.3% | -48.3% | -93.5% |
| YTD | -99.4% | -41.7% | -57.7% | -99.3% |
| 1Y | -99.6% | -69.4% | -30.2% | -99.4% |
| All | -99.6% | -69.9% | -29.8% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling