+192.5%
BX vs DFNS
-99.9%
+292.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -4.4% | -16.0% | +11.6% | -4.4% |
| 30D | +0.1% | -77.7% | +77.8% | -0.1% |
| 3M | +16.0% | -77.2% | +93.2% | +16.3% |
| 6M | +21.6% | -95.2% | +116.8% | +21.3% |
| YTD | -8.9% | -98.0% | +89.1% | -9.4% |
| 1Y | -16.6% | -98.3% | +81.7% | -17.0% |
| 3Y | +43.3% | -99.9% | +143.2% | +43.1% |
| 5Y | +25.7% | -99.9% | +125.6% | +26.1% |
| All | +192.5% | -99.9% | +292.3% | +191.9% |
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