-99.9%
DFNS vs BDX
-2.0%
-97.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | -16.0% | -2.5% | -13.5% | -15.8% |
| 30D | -77.7% | +8.3% | -85.9% | -77.9% |
| 3M | -77.2% | +24.4% | -101.6% | -77.1% |
| 6M | -95.2% | +9.2% | -104.4% | -95.3% |
| YTD | -98.0% | +22.7% | -120.7% | -98.0% |
| 1Y | -98.3% | +25.9% | -124.1% | -98.2% |
| 3Y | -99.9% | -10.5% | -89.4% | -99.9% |
| 5Y | -99.9% | +1.9% | -101.8% | -99.9% |
| All | -99.9% | -2.0% | -97.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling