-99.9%
DFNS vs BDX
-5.8%
-94.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.7% |
| 7D | -3.3% | -5.4% | +2.1% | -2.8% |
| 30D | -73.1% | -2.2% | -70.9% | -73.0% |
| 3M | -71.4% | +20.1% | -91.5% | -71.1% |
| 6M | -93.8% | +9.1% | -102.9% | -94.0% |
| YTD | -98.0% | +17.9% | -115.9% | -98.0% |
| 1Y | -98.2% | +22.1% | -120.2% | -98.1% |
| 3Y | -99.9% | -10.5% | -89.3% | -99.9% |
| 5Y | -99.9% | -2.6% | -97.3% | -99.9% |
| All | -99.9% | -5.8% | -94.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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