-21.9%
BA vs DFNS
-100.0%
+78.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.6% |
| 7D | -1.7% | -42.8% | +41.1% | -1.6% |
| 30D | -9.5% | -67.6% | +58.1% | -9.2% |
| 3M | -26.5% | -94.9% | +68.4% | -25.9% |
| 6M | -27.4% | -96.7% | +69.4% | -27.2% |
| YTD | -20.6% | -99.6% | +79.0% | -20.3% |
| 1Y | -11.4% | -99.7% | +88.3% | -11.0% |
| 3Y | -10.8% | -100.0% | +89.1% | -9.9% |
| 5Y | -21.9% | -100.0% | +78.0% | -21.2% |
| All | -21.9% | -100.0% | +78.0% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling