-99.8%
DFNS vs BTSG
+505.2%
-604.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.2% | +12.5% | +12.8% |
| 7D | -13.0% | +4.0% | -17.0% | -12.5% |
| 30D | -56.9% | +15.3% | -72.1% | -55.5% |
| 3M | -93.2% | +25.4% | -118.7% | -92.8% |
| 6M | -95.4% | +31.9% | -127.3% | -95.3% |
| YTD | -99.5% | +93.9% | -193.4% | -99.4% |
| 1Y | -99.6% | +114.2% | -213.8% | -99.5% |
| All | -99.8% | +505.2% | -604.9% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling