-100.0%
DFNS vs BAH
+34.1%
-134.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.0% |
| 7D | -42.8% | -1.5% | -41.3% | -42.8% |
| 30D | -67.6% | +17.3% | -84.8% | -67.6% |
| 3M | -94.9% | +14.9% | -109.7% | -94.9% |
| 6M | -96.7% | +14.2% | -111.0% | -96.7% |
| YTD | -99.6% | +5.1% | -104.7% | -99.6% |
| 1Y | -99.7% | +2.1% | -101.8% | -99.7% |
| 3Y | -100.0% | -26.0% | -74.0% | -100.0% |
| 5Y | -100.0% | +9.0% | -108.9% | -100.0% |
| All | -100.0% | +34.1% | -134.0% | -100.0% |
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