-99.6%
DFNS vs BTI
+24.7%
-124.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.4% | -21.7% | -17.4% |
| 7D | -27.7% | +5.3% | -33.0% | -26.5% |
| 30D | -58.0% | +19.1% | -77.0% | -56.4% |
| 3M | -94.0% | +6.5% | -100.5% | -93.8% |
| 6M | -94.6% | +9.4% | -104.0% | -94.6% |
| YTD | -99.4% | +14.4% | -113.8% | -99.5% |
| 1Y | -99.6% | +23.9% | -123.5% | -99.7% |
| All | -99.6% | +24.7% | -124.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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