-98.3%
DFNS vs BTG
+38.4%
-136.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | -16.0% | -0.9% | -15.1% | -15.5% |
| 30D | -77.7% | +36.8% | -114.5% | -81.4% |
| 3M | -77.2% | +23.1% | -100.3% | -79.6% |
| 6M | -95.2% | +3.5% | -98.7% | -95.3% |
| YTD | -98.0% | +25.5% | -123.5% | -98.4% |
| 1Y | -98.3% | +40.1% | -138.4% | -97.9% |
| All | -98.3% | +38.4% | -136.6% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling