-96.2%
DFNS vs BTI
+1.6%
-97.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | 0.0% | -19.3% | -19.4% |
| 7D | -12.7% | -3.2% | -9.4% | -16.1% |
| 30D | -65.2% | +9.7% | -74.9% | -61.4% |
| 3M | -94.6% | +11.1% | -105.6% | -93.8% |
| 6M | -96.2% | -1.2% | -95.0% | -95.8% |
| All | -96.2% | +1.6% | -97.8% | -95.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling