-99.9%
DFNS vs BAH
+11.5%
-111.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.8% |
| 7D | +0.8% | -4.3% | +5.1% | +0.9% |
| 30D | -73.2% | -4.5% | -68.8% | -73.2% |
| 3M | -72.4% | -7.6% | -64.8% | -72.0% |
| 6M | -95.2% | -10.6% | -84.6% | -95.1% |
| YTD | -98.0% | -12.6% | -85.4% | -97.9% |
| 1Y | -98.3% | -27.0% | -71.3% | -98.2% |
| 3Y | -99.9% | -31.5% | -68.4% | -99.9% |
| 5Y | -99.9% | -3.8% | -96.0% | -99.9% |
| All | -99.9% | +11.5% | -111.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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