+1,251.0%
BE vs DFNS
-99.9%
+1,350.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.8% | +10.4% | +9.6% |
| 7D | +29.8% | +0.8% | +29.0% | +29.8% |
| 30D | +26.4% | -73.2% | +99.6% | +26.4% |
| 3M | +9.3% | -72.4% | +81.8% | +9.6% |
| 6M | +105.1% | -95.2% | +200.3% | +104.3% |
| YTD | +219.0% | -98.0% | +317.0% | +216.7% |
| 1Y | +418.8% | -98.3% | +517.0% | +415.6% |
| 3Y | +1,784.6% | -99.9% | +1,884.4% | +1,850.4% |
| 5Y | +1,251.0% | -99.9% | +1,350.8% | +1,203.0% |
| All | +1,251.0% | -99.9% | +1,350.8% | +1,203.0% |
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