-99.0%
DFNS vs BTSG
+421.3%
-520.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | +0.1% |
| 7D | +0.8% | +5.7% | -5.0% | +2.5% |
| 30D | -73.2% | +0.2% | -73.4% | -73.0% |
| 3M | -72.4% | +5.6% | -78.1% | -73.5% |
| 6M | -95.2% | +50.8% | -146.0% | -94.3% |
| YTD | -98.0% | +67.0% | -165.0% | -97.4% |
| 1Y | -98.3% | +145.5% | -243.8% | -96.9% |
| All | -99.0% | +421.3% | -520.4% | -97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling