+72.2%
BKR vs DFNS
-99.9%
+172.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.2% | -6.7% |
| 7D | -6.7% | -3.3% | -3.3% | -6.7% |
| 30D | -8.3% | -73.1% | +64.8% | -8.4% |
| 3M | -5.4% | -71.4% | +66.0% | -5.6% |
| 6M | +0.8% | -93.8% | +94.7% | +0.3% |
| YTD | +31.8% | -98.0% | +129.9% | +30.9% |
| 1Y | +28.6% | -98.2% | +126.7% | +27.8% |
| All | +72.2% | -99.9% | +172.1% | +72.1% |
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 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