-99.9%
DFNS vs BAX
-67.3%
-32.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | 0.0% |
| 7D | -16.0% | -1.1% | -14.8% | -15.3% |
| 30D | -77.7% | -5.5% | -72.2% | -77.1% |
| 3M | -77.2% | +33.5% | -110.7% | -77.2% |
| 6M | -95.2% | +35.9% | -131.0% | -95.2% |
| YTD | -98.0% | +35.4% | -133.3% | -98.0% |
| 1Y | -98.3% | +9.8% | -108.0% | -98.2% |
| 3Y | -99.9% | -32.7% | -67.1% | -99.9% |
| 5Y | -99.9% | -65.6% | -34.3% | -99.9% |
| All | -99.9% | -67.3% | -32.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling