+136.2%
BAC vs DFNS
-100.0%
+236.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.2% | +11.5% | -0.7% |
| 7D | -1.2% | -44.0% | +42.8% | -1.3% |
| 30D | -7.7% | -69.1% | +61.5% | -7.8% |
| 3M | -21.2% | -95.6% | +74.5% | -21.5% |
| 6M | -6.8% | -96.2% | +89.3% | -6.9% |
| YTD | -8.7% | -99.6% | +90.9% | -9.1% |
| 1Y | -5.3% | -99.7% | +94.5% | -5.7% |
| 3Y | +87.4% | -100.0% | +187.4% | +86.3% |
| 5Y | +18.9% | -100.0% | +118.9% | +15.2% |
| All | +136.2% | -100.0% | +236.1% | +130.5% |
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