-98.3%
DFNS vs BAX
+9.9%
-108.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -1.3% |
| 7D | -16.0% | -1.1% | -14.8% | -13.9% |
| 30D | -77.7% | -5.5% | -72.2% | -75.9% |
| 3M | -77.2% | +33.5% | -110.7% | -77.5% |
| 6M | -95.2% | +35.9% | -131.0% | -95.3% |
| YTD | -98.0% | +35.4% | -133.3% | -98.1% |
| 1Y | -98.3% | +9.8% | -108.0% | -98.0% |
| All | -98.3% | +9.9% | -108.2% | -98.0% |
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