+198.1%
BAC vs DFNS
-99.9%
+298.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +1.2% | +0.8% | +0.4% | +1.2% |
| 30D | -0.7% | -73.2% | +72.5% | -0.9% |
| 3M | +16.9% | -72.4% | +89.4% | +17.3% |
| 6M | +29.6% | -95.2% | +124.8% | +29.6% |
| YTD | +15.3% | -98.0% | +113.2% | +15.1% |
| 1Y | +28.8% | -98.3% | +127.1% | +28.7% |
| 3Y | +136.4% | -99.9% | +236.3% | +135.5% |
| 5Y | +72.9% | -99.9% | +172.8% | +67.8% |
| All | +198.1% | -99.9% | +298.0% | +191.7% |
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