-100.0%
DFNS vs BB
+92.1%
-192.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.5% | -8.5% | -3.5% |
| 7D | -42.8% | +15.0% | -57.8% | -43.7% |
| 30D | -67.6% | +3.5% | -71.0% | -67.7% |
| 3M | -94.9% | +2.7% | -97.5% | -94.9% |
| 6M | -96.7% | +44.7% | -141.5% | -96.8% |
| YTD | -99.6% | +143.3% | -242.9% | -99.6% |
| 1Y | -99.7% | +102.2% | -201.9% | -99.8% |
| 3Y | -100.0% | +156.1% | -256.1% | -100.0% |
| 5Y | -100.0% | -17.6% | -82.4% | -100.0% |
| All | -100.0% | +92.1% | -192.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling