-20.2%
BKNG vs DFNS
-98.1%
+78.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.5% |
| 7D | -10.7% | -3.3% | -7.3% | -10.6% |
| 30D | -18.1% | -73.1% | +55.0% | -16.8% |
| 3M | +8.5% | -71.4% | +79.9% | +1.0% |
| 6M | -0.1% | -93.8% | +93.8% | -6.0% |
| YTD | -18.2% | -98.0% | +79.8% | -23.4% |
| All | -20.2% | -98.1% | +78.0% | -29.0% |
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 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