+39.8%
BKNG vs DFNS
-99.9%
+139.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.5% |
| 7D | -10.7% | -3.3% | -7.3% | -10.7% |
| 30D | -18.1% | -73.1% | +55.0% | -18.0% |
| 3M | +8.5% | -71.4% | +79.9% | +7.9% |
| 6M | -0.1% | -93.8% | +93.8% | -0.7% |
| YTD | -18.2% | -98.0% | +79.8% | -18.8% |
| 1Y | -19.9% | -98.2% | +78.3% | -20.4% |
| All | +39.8% | -99.9% | +139.7% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling