+387.2%
BE vs DFNS
-100.0%
+487.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -12.2% | +15.6% | +3.4% |
| 7D | -14.7% | -44.0% | +29.3% | -14.7% |
| 30D | -40.5% | -69.1% | +28.6% | -40.5% |
| 3M | -24.3% | -95.6% | +71.3% | -24.3% |
| 6M | -39.3% | -96.2% | +56.9% | -39.2% |
| YTD | +99.4% | -99.6% | +199.0% | +98.1% |
| 1Y | +26.6% | -99.7% | +126.3% | +25.5% |
| 3Y | +1,616.9% | -100.0% | +1,716.9% | +1,652.6% |
| All | +387.2% | -100.0% | +487.1% | +415.3% |
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