-100.0%
DFNS vs BB
+85.4%
-185.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.1% | -5.3% |
| 7D | -6.0% | +1.8% | -7.8% | -6.1% |
| 30D | -71.2% | +8.1% | -79.3% | -71.4% |
| 3M | -94.5% | -1.0% | -93.5% | -94.5% |
| 6M | -96.5% | +45.9% | -142.4% | -96.6% |
| YTD | -99.6% | +134.8% | -234.5% | -99.6% |
| 1Y | -99.7% | +104.6% | -204.3% | -99.7% |
| 3Y | -100.0% | +152.8% | -252.8% | -100.0% |
| 5Y | -100.0% | -17.4% | -82.5% | -100.0% |
| All | -100.0% | +85.4% | -185.4% | -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