-99.9%
DFNS vs BAX
-69.2%
-30.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -3.5% |
| 7D | +4.6% | -5.1% | +9.7% | +7.8% |
| 30D | -73.9% | -12.2% | -61.7% | -72.0% |
| 3M | -71.7% | +21.8% | -93.5% | -70.6% |
| 6M | -94.6% | +36.3% | -130.9% | -94.5% |
| YTD | -98.1% | +27.8% | -125.9% | -98.0% |
| 1Y | -98.3% | -0.1% | -98.3% | -98.2% |
| 3Y | -99.9% | -33.3% | -66.6% | -99.9% |
| 5Y | -99.9% | -67.1% | -32.8% | -99.9% |
| All | -99.9% | -69.2% | -30.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling