-99.9%
DFNS vs BTDR
+23.3%
-123.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -4.7% |
| 7D | +4.6% | +14.8% | -10.2% | +5.1% |
| 30D | -73.9% | +41.8% | -115.7% | -73.5% |
| 3M | -71.7% | -29.2% | -42.5% | -72.7% |
| 6M | -94.6% | +66.2% | -160.8% | -94.4% |
| YTD | -98.1% | +10.0% | -108.1% | -98.1% |
| 1Y | -98.3% | -11.0% | -87.3% | -98.3% |
| 3Y | -99.9% | +6.9% | -106.8% | -99.9% |
| 5Y | -99.9% | +24.7% | -124.5% | -99.9% |
| All | -99.9% | +23.3% | -123.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling