-12.8%
BKNG vs DFNS
-98.3%
+85.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -6.0% | -16.0% | +10.0% | -5.8% |
| 30D | -6.6% | -77.7% | +71.1% | -4.9% |
| 3M | +15.7% | -77.2% | +92.9% | +8.3% |
| 6M | +14.1% | -95.2% | +109.3% | +7.3% |
| YTD | -9.3% | -98.0% | +88.6% | -15.0% |
| 1Y | -12.8% | -98.3% | +85.5% | -18.9% |
| All | -12.8% | -98.3% | +85.6% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling