-0.9%
BA vs DFNS
-99.9%
+98.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +1.2% | -16.0% | +17.2% | +1.2% |
| 30D | -11.6% | -77.7% | +66.1% | -11.3% |
| 3M | -2.4% | -77.2% | +74.8% | -2.6% |
| 6M | -6.6% | -95.2% | +88.6% | -6.7% |
| YTD | -2.2% | -98.0% | +95.7% | -2.3% |
| 1Y | -8.0% | -98.3% | +90.2% | -8.1% |
| 3Y | -5.0% | -99.9% | +94.9% | -4.4% |
| All | -0.9% | -99.9% | +98.9% | +3.4% |
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