+199.5%
BAC vs DFNS
-99.9%
+299.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +1.1% | -16.0% | +17.1% | +1.1% |
| 30D | -0.4% | -77.7% | +77.3% | -0.6% |
| 3M | +16.9% | -77.2% | +94.1% | +17.2% |
| 6M | +26.6% | -95.2% | +121.8% | +26.6% |
| YTD | +15.8% | -98.0% | +113.8% | +15.6% |
| 1Y | +27.2% | -98.3% | +125.4% | +27.0% |
| 3Y | +132.4% | -99.9% | +232.3% | +131.5% |
| 5Y | +72.6% | -99.9% | +172.4% | +67.2% |
| All | +199.5% | -99.9% | +299.4% | +193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling