-100.0%
DFNS vs BAX
-67.4%
-32.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.7% |
| 7D | -6.0% | +0.1% | -6.0% | -5.8% |
| 30D | -71.2% | +4.1% | -75.3% | -71.8% |
| 3M | -94.5% | -4.5% | -90.0% | -94.4% |
| 6M | -96.5% | +49.2% | -145.8% | -96.6% |
| YTD | -99.6% | +35.2% | -134.9% | -99.6% |
| 1Y | -99.7% | +38.3% | -138.0% | -99.7% |
| 3Y | -100.0% | -19.0% | -80.9% | -100.0% |
| 5Y | -100.0% | -64.2% | -35.8% | -100.0% |
| All | -100.0% | -67.4% | -32.6% | -100.0% |
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 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