+22.6%
BAC vs DFNS
-100.0%
+122.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.0% |
| 7D | +3.2% | -6.0% | +9.2% | +3.2% |
| 30D | -0.7% | -71.2% | +70.5% | -0.9% |
| 3M | -20.0% | -94.5% | +74.5% | -20.3% |
| 6M | +3.4% | -96.5% | +100.0% | +3.4% |
| YTD | -5.7% | -99.6% | +93.9% | -6.1% |
| 1Y | -1.4% | -99.7% | +98.2% | -1.9% |
| 3Y | +97.9% | -100.0% | +197.9% | +94.4% |
| All | +22.6% | -100.0% | +122.5% | +35.4% |
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