+926.1%
BE vs DFNS
-100.0%
+1,026.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.5% | +0.6% | -4.9% |
| 7D | +10.8% | -6.0% | +16.8% | +10.8% |
| 30D | -19.8% | -71.2% | +51.4% | -19.7% |
| 3M | -18.7% | -94.5% | +75.8% | -18.6% |
| 6M | -33.7% | -96.5% | +62.8% | -33.6% |
| YTD | +121.0% | -99.6% | +220.6% | +119.6% |
| 1Y | +85.4% | -99.7% | +185.1% | +84.1% |
| 3Y | +1,709.5% | -100.0% | +1,809.5% | +1,788.4% |
| 5Y | +462.2% | -100.0% | +562.2% | +468.1% |
| All | +926.1% | -100.0% | +1,026.1% | +930.5% |
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 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