-99.9%
DFNS vs BTDR
+23.8%
-123.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.4% | +0.7% |
| 7D | -16.0% | +20.0% | -36.0% | -15.5% |
| 30D | -77.7% | +11.9% | -89.6% | -77.6% |
| 3M | -77.2% | -36.9% | -40.2% | -78.2% |
| 6M | -95.2% | +56.5% | -151.7% | -95.0% |
| YTD | -98.0% | +10.4% | -108.4% | -97.9% |
| 1Y | -98.3% | +3.1% | -101.3% | -98.2% |
| 3Y | -99.9% | -2.6% | -97.3% | -99.9% |
| 5Y | -99.9% | +25.2% | -125.0% | -99.9% |
| All | -99.9% | +23.8% | -123.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling