-100.0%
DFNS vs B
+54.9%
-154.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.6% |
| 7D | -6.0% | -7.3% | +1.4% | -6.8% |
| 30D | -71.2% | -3.3% | -67.8% | -71.2% |
| 3M | -94.5% | -7.8% | -86.8% | -94.5% |
| 6M | -96.5% | -15.5% | -81.0% | -96.7% |
| YTD | -99.6% | -12.3% | -87.4% | -99.6% |
| 1Y | -99.7% | +5.4% | -105.1% | -99.7% |
| 3Y | -100.0% | +165.5% | -265.5% | -100.0% |
| 5Y | -100.0% | +107.0% | -207.0% | -100.0% |
| All | -100.0% | +54.9% | -154.8% | -100.0% |
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