-100.0%
DFNS vs BAX
-19.9%
-80.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.5% | -12.8% | -12.7% |
| 7D | -44.0% | +12.1% | -56.1% | -49.8% |
| 30D | -69.1% | +7.6% | -76.7% | -71.3% |
| 3M | -95.6% | -4.5% | -91.2% | -95.5% |
| 6M | -96.2% | +52.0% | -148.2% | -96.3% |
| YTD | -99.6% | +35.1% | -134.7% | -99.6% |
| 1Y | -99.7% | +43.7% | -143.5% | -99.8% |
| 3Y | -100.0% | -20.9% | -79.0% | -100.0% |
| All | -100.0% | -19.9% | -80.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling