-99.6%
DFNS vs BAX
+46.0%
-145.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.0% | -22.3% | -25.8% |
| 7D | -27.7% | +4.1% | -31.7% | -35.9% |
| 30D | -58.0% | +9.4% | -67.4% | -66.6% |
| 3M | -94.0% | -6.5% | -87.5% | -93.6% |
| 6M | -94.6% | +59.6% | -154.2% | -95.4% |
| YTD | -99.4% | +38.9% | -138.3% | -99.5% |
| 1Y | -99.6% | +48.0% | -147.6% | -99.7% |
| All | -99.6% | +46.0% | -145.7% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling