-100.0%
DFNS vs BTI
+181.4%
-281.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | 0.0% | -19.3% | -19.4% |
| 7D | -12.7% | -3.2% | -9.4% | -14.4% |
| 30D | -65.2% | +9.7% | -74.9% | -63.4% |
| 3M | -94.6% | +11.1% | -105.6% | -94.2% |
| 6M | -96.2% | -1.2% | -95.0% | -96.2% |
| YTD | -99.6% | +12.7% | -112.3% | -99.6% |
| 1Y | -99.7% | +15.8% | -115.5% | -99.7% |
| 3Y | -100.0% | +148.9% | -248.9% | -100.0% |
| 5Y | -100.0% | +151.9% | -251.9% | -100.0% |
| All | -100.0% | +181.4% | -281.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling