-100.0%
DFNS vs B
+60.9%
-160.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.6% | +14.3% | +12.5% |
| 7D | -13.0% | -2.7% | -10.3% | -13.2% |
| 30D | -56.9% | -4.3% | -52.5% | -56.8% |
| 3M | -93.2% | -2.3% | -90.9% | -93.2% |
| 6M | -95.4% | -16.2% | -79.2% | -95.6% |
| YTD | -99.5% | -8.8% | -90.7% | -99.5% |
| 1Y | -99.6% | +11.4% | -111.0% | -99.6% |
| 3Y | -100.0% | +174.3% | -274.3% | -100.0% |
| 5Y | -100.0% | +116.2% | -216.1% | -99.9% |
| All | -100.0% | +60.9% | -160.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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