-99.7%
DFNS vs BAX
+40.9%
-140.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -2.3% | -17.1% | -14.9% |
| 7D | -12.7% | +0.4% | -13.0% | -12.9% |
| 30D | -65.2% | +3.4% | -68.6% | -68.6% |
| 3M | -94.6% | -4.5% | -90.1% | -94.4% |
| 6M | -96.2% | +44.0% | -140.3% | -96.5% |
| YTD | -99.6% | +34.9% | -134.5% | -99.6% |
| 1Y | -99.7% | +37.9% | -137.6% | -99.7% |
| All | -99.7% | +40.9% | -140.6% | -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