-13.6%
BKNG vs DFNS
-99.6%
+86.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -18.3% | +28.2% | +10.1% |
| 7D | +15.6% | -27.7% | +43.2% | +16.1% |
| 30D | +8.0% | -58.0% | +65.9% | +9.3% |
| 3M | -11.8% | -94.0% | +82.2% | -8.3% |
| 6M | +3.8% | -94.6% | +98.3% | +0.7% |
| YTD | -19.6% | -99.4% | +79.8% | -19.4% |
| 1Y | -13.6% | -99.6% | +86.1% | -13.7% |
| All | -13.6% | -99.6% | +86.0% | -13.7% |
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