-26.4%
BA vs DFNS
-100.0%
+73.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | 0.0% |
| 7D | -1.1% | -6.0% | +4.9% | -1.1% |
| 30D | -7.1% | -71.2% | +64.1% | -6.8% |
| 3M | -25.5% | -94.5% | +69.0% | -25.0% |
| 6M | -28.7% | -96.5% | +67.8% | -28.5% |
| YTD | -21.0% | -99.6% | +78.6% | -20.7% |
| 1Y | -11.9% | -99.7% | +87.8% | -11.5% |
| 3Y | -16.2% | -100.0% | +83.8% | -15.3% |
| All | -26.4% | -100.0% | +73.6% | -26.3% |
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