-4.6%
BA vs DFNS
-100.0%
+95.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -19.4% | +17.6% | -1.7% |
| 7D | -0.6% | -12.7% | +12.1% | -0.5% |
| 30D | -8.0% | -65.2% | +57.2% | -7.8% |
| 3M | -25.8% | -94.6% | +68.8% | -25.2% |
| 6M | -27.6% | -96.2% | +68.7% | -27.4% |
| YTD | -21.0% | -99.6% | +78.6% | -20.7% |
| 1Y | -12.3% | -99.7% | +87.4% | -11.9% |
| 3Y | -12.8% | -100.0% | +87.2% | -11.7% |
| 5Y | -22.4% | -100.0% | +77.6% | -21.3% |
| All | -4.6% | -100.0% | +95.4% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling