-96.0%
DFNS vs BAX
+47.2%
-143.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | 0.0% | +12.8% | +12.7% |
| 7D | -37.0% | +3.6% | -40.6% | -47.6% |
| 30D | -63.4% | +8.5% | -71.9% | -78.5% |
| 3M | -94.1% | -4.9% | -89.2% | -94.1% |
| All | -96.0% | +47.2% | -143.2% | -97.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling