-99.9%
DFNS vs BAX
-32.5%
-67.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +2.4% |
| 7D | +0.8% | -2.4% | +3.2% | +2.7% |
| 30D | -73.2% | -9.7% | -63.5% | -71.0% |
| 3M | -72.4% | +29.3% | -101.7% | -71.6% |
| 6M | -95.2% | +40.7% | -135.9% | -95.1% |
| YTD | -98.0% | +30.3% | -128.3% | -97.9% |
| 1Y | -98.3% | +3.4% | -101.7% | -98.2% |
| 3Y | -99.9% | -32.0% | -67.9% | -99.9% |
| All | -99.9% | -32.5% | -67.3% | -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 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