+157.4%
BKNG vs DFNS
-99.9%
+257.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -3.8% |
| 7D | -13.1% | +4.6% | -17.8% | -13.1% |
| 30D | -18.5% | -73.9% | +55.3% | -18.4% |
| 3M | +5.8% | -71.7% | +77.5% | +5.2% |
| 6M | -2.1% | -94.6% | +92.5% | -2.7% |
| YTD | -18.6% | -98.1% | +79.4% | -19.2% |
| 1Y | -21.7% | -98.3% | +76.6% | -22.2% |
| 3Y | +40.9% | -99.9% | +140.8% | +42.8% |
| 5Y | +91.0% | -99.9% | +190.8% | +88.9% |
| All | +157.4% | -99.9% | +257.2% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling