-98.2%
DFNS vs BTSG
+119.4%
-217.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.6% | +8.2% | +6.7% |
| 7D | -3.3% | -5.8% | +2.4% | +0.8% |
| 30D | -73.1% | 0.0% | -73.1% | -73.9% |
| 3M | -71.4% | -4.5% | -66.9% | -60.2% |
| 6M | -93.8% | +40.0% | -133.9% | -93.0% |
| YTD | -98.0% | +54.6% | -152.6% | -97.9% |
| 1Y | -98.2% | +106.1% | -204.3% | -98.5% |
| All | -98.2% | +119.4% | -217.5% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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