-96.5%
DFNS vs BTSG
+28.3%
-124.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.1% |
| 7D | -6.0% | +6.0% | -12.0% | -11.2% |
| 30D | -71.2% | +12.4% | -83.6% | -74.1% |
| 3M | -94.5% | +18.2% | -112.8% | -95.6% |
| 6M | -96.5% | +26.0% | -122.6% | -94.4% |
| All | -96.5% | +28.3% | -124.8% | -94.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling