+176.0%
BX vs DFNS
-99.9%
+275.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +2.5% |
| 7D | -5.6% | -6.3% | +0.7% | -5.6% |
| 30D | -12.2% | -74.0% | +61.7% | -12.4% |
| 3M | +7.4% | -70.1% | +77.5% | +7.8% |
| 6M | +22.2% | -93.9% | +116.1% | +22.0% |
| YTD | -14.0% | -98.1% | +84.1% | -14.5% |
| 1Y | -27.3% | -98.3% | +71.0% | -27.6% |
| 3Y | +24.5% | -99.9% | +124.4% | +24.3% |
| 5Y | +18.9% | -99.9% | +118.7% | +19.3% |
| All | +176.0% | -99.9% | +275.9% | +175.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling