+354.1%
BKR vs DFNS
-99.9%
+454.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.4% |
| 7D | -1.5% | +4.6% | -6.2% | -1.5% |
| 30D | -0.7% | -73.9% | +73.2% | -0.7% |
| 3M | +0.5% | -71.7% | +72.2% | +0.3% |
| 6M | +6.6% | -94.6% | +101.2% | +6.1% |
| YTD | +41.3% | -98.1% | +139.3% | +40.3% |
| 1Y | +42.2% | -98.3% | +140.5% | +41.3% |
| 3Y | +83.4% | -99.9% | +183.3% | +86.1% |
| 5Y | +203.6% | -99.9% | +303.5% | +196.2% |
| All | +354.1% | -99.9% | +454.0% | +351.7% |
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