-100.0%
DFNS vs BTDR
-29.7%
-70.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +9.7% | +3.1% | +12.9% |
| 7D | -13.0% | +7.7% | -20.6% | -12.8% |
| 30D | -56.9% | -24.1% | -32.8% | -57.2% |
| 3M | -93.2% | -19.1% | -74.1% | -93.2% |
| 6M | -95.4% | -46.6% | -48.8% | -95.6% |
| YTD | -99.5% | -37.3% | -62.2% | -99.5% |
| 1Y | -99.6% | -53.2% | -46.4% | -99.7% |
| 3Y | -100.0% | +77.1% | -177.0% | -100.0% |
| 5Y | -100.0% | -29.7% | -70.3% | -100.0% |
| All | -100.0% | -29.7% | -70.3% | -100.0% |
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