-99.6%
DFNS vs BTI
+15.3%
-115.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.4% | +12.3% | +12.8% |
| 7D | -13.0% | -3.0% | -9.9% | -13.7% |
| 30D | -56.9% | +9.8% | -66.6% | -56.0% |
| 3M | -93.2% | +9.2% | -102.4% | -93.0% |
| 6M | -95.4% | +4.0% | -99.5% | -95.3% |
| YTD | -99.5% | +12.7% | -112.2% | -99.6% |
| 1Y | -99.6% | +15.9% | -115.6% | -99.7% |
| All | -99.6% | +15.3% | -115.0% | -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