-100.0%
DFNS vs BB
-20.8%
-79.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +4.4% | -16.6% | -13.0% |
| 7D | -44.0% | +3.8% | -47.8% | -44.5% |
| 30D | -69.1% | -0.3% | -68.8% | -69.3% |
| 3M | -95.6% | -0.5% | -95.2% | -95.6% |
| 6M | -96.2% | +45.9% | -142.1% | -96.4% |
| YTD | -99.6% | +130.6% | -230.2% | -99.7% |
| 1Y | -99.7% | +89.2% | -188.9% | -99.8% |
| 3Y | -100.0% | +137.5% | -237.5% | -100.0% |
| All | -100.0% | -20.8% | -79.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling