-99.9%
DFNS vs B
+153.8%
-253.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.3% |
| 7D | -16.0% | -1.6% | -14.4% | -16.2% |
| 30D | -77.7% | +9.4% | -87.1% | -77.4% |
| 3M | -77.2% | +5.0% | -82.2% | -77.7% |
| 6M | -95.2% | -3.5% | -91.6% | -95.4% |
| YTD | -98.0% | +4.5% | -102.4% | -98.0% |
| 1Y | -98.3% | +67.8% | -166.0% | -98.0% |
| 3Y | -99.9% | +196.7% | -296.6% | -99.8% |
| All | -99.9% | +153.8% | -253.7% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling