-99.9%
DFNS vs BB
+64.0%
-163.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.0% |
| 7D | +0.8% | +0.5% | +0.3% | +0.8% |
| 30D | -73.2% | -12.4% | -60.9% | -72.8% |
| 3M | -72.4% | -15.3% | -57.2% | -71.8% |
| 6M | -95.2% | +128.8% | -224.0% | -95.5% |
| YTD | -98.0% | +107.7% | -205.6% | -98.1% |
| 1Y | -98.3% | +103.9% | -202.1% | -98.3% |
| 3Y | -99.9% | +72.6% | -172.5% | -99.9% |
| 5Y | -99.9% | -24.3% | -75.6% | -99.9% |
| All | -99.9% | +64.0% | -163.8% | -99.9% |
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