-10.1%
BA vs DFNS
-100.0%
+89.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -12.2% | +12.7% | +0.6% |
| 7D | +1.1% | -44.0% | +45.1% | +1.2% |
| 30D | -7.9% | -69.1% | +61.2% | -7.6% |
| 3M | -25.3% | -95.6% | +70.3% | -24.7% |
| 6M | -24.6% | -96.2% | +71.6% | -24.4% |
| YTD | -20.1% | -99.6% | +79.5% | -19.8% |
| 1Y | -11.8% | -99.7% | +88.0% | -11.4% |
| 3Y | -10.1% | -100.0% | +89.8% | -6.7% |
| All | -10.1% | -100.0% | +89.8% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling