-99.9%
DFNS vs BB
-30.6%
-69.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -16.0% | -5.6% | -10.4% | -15.0% |
| 30D | -77.7% | -11.8% | -65.9% | -77.1% |
| 3M | -77.2% | -25.5% | -51.6% | -75.8% |
| 6M | -95.2% | +121.3% | -216.4% | -95.7% |
| YTD | -98.0% | +103.2% | -201.1% | -98.2% |
| 1Y | -98.3% | +102.6% | -200.9% | -98.4% |
| 3Y | -99.9% | +37.5% | -137.4% | -99.9% |
| All | -99.9% | -30.6% | -69.3% | -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 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