-99.1%
DFNS vs BTSG
+416.6%
-515.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.9% |
| 7D | +4.6% | +2.9% | +1.8% | +5.5% |
| 30D | -73.9% | +0.9% | -74.8% | -73.6% |
| 3M | -71.7% | +1.6% | -73.3% | -73.4% |
| 6M | -94.6% | +46.8% | -141.4% | -93.7% |
| YTD | -98.1% | +65.5% | -163.6% | -97.6% |
| 1Y | -98.3% | +136.2% | -234.5% | -97.1% |
| All | -99.1% | +416.6% | -515.7% | -98.0% |
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