+18.8%
BX vs DFNS
-99.9%
+118.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +1.0% | -3.7% |
| 7D | -5.7% | +4.6% | -10.3% | -5.7% |
| 30D | -8.9% | -73.9% | +65.0% | -9.1% |
| 3M | +8.4% | -71.7% | +80.1% | +8.7% |
| 6M | +18.9% | -94.6% | +113.5% | +18.7% |
| YTD | -13.6% | -98.1% | +84.4% | -14.1% |
| 1Y | -22.4% | -98.3% | +75.9% | -22.8% |
| 3Y | +26.0% | -99.9% | +125.9% | +25.0% |
| 5Y | +18.8% | -99.9% | +118.6% | +38.7% |
| All | +18.8% | -99.9% | +118.6% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling