-2.1%
BKNG vs DFNS
-95.4%
+93.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -3.7% |
| 7D | -13.1% | +4.6% | -17.8% | -13.2% |
| 30D | -18.5% | -73.9% | +55.3% | -17.0% |
| 3M | +5.8% | -71.7% | +77.5% | +2.7% |
| 6M | -2.1% | -94.6% | +92.5% | +12.1% |
| All | -2.1% | -95.4% | +93.3% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling