-93.2%
DFNS vs BTDR
-23.6%
-69.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +9.7% | +3.1% | +8.9% |
| 7D | -13.0% | +7.7% | -20.6% | -14.8% |
| 30D | -56.9% | -24.1% | -32.8% | -52.5% |
| 3M | -93.2% | -19.1% | -74.1% | -93.9% |
| All | -93.2% | -23.6% | -69.6% | -93.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling