-98.3%
DFNS vs BTG
+25.2%
-123.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | -6.3% | -3.8% | -2.6% | -5.0% |
| 30D | -74.0% | +3.6% | -77.6% | -74.6% |
| 3M | -70.1% | +32.0% | -102.2% | -74.4% |
| 6M | -93.9% | +3.4% | -97.3% | -94.1% |
| YTD | -98.1% | +20.8% | -118.9% | -98.5% |
| 1Y | -98.3% | +22.4% | -120.7% | -98.2% |
| All | -98.3% | +25.2% | -123.5% | -98.2% |
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