-99.9%
DFNS vs BTDR
+28.1%
-128.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -0.7% |
| 7D | +0.8% | +22.4% | -21.6% | +1.5% |
| 30D | -73.2% | +16.5% | -89.7% | -73.1% |
| 3M | -72.4% | -31.5% | -41.0% | -73.5% |
| 6M | -95.2% | +74.0% | -169.3% | -95.0% |
| YTD | -98.0% | +13.0% | -111.0% | -98.0% |
| 1Y | -98.3% | -0.2% | -98.0% | -98.2% |
| 3Y | -99.9% | +9.9% | -109.8% | -99.9% |
| 5Y | -99.9% | +28.1% | -128.0% | -99.9% |
| All | -99.9% | +28.1% | -128.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling