-100.0%
DFNS vs BEN
+129.7%
-229.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.4% |
| 7D | -6.0% | +6.8% | -12.8% | -4.3% |
| 30D | -71.2% | +18.0% | -89.2% | -69.8% |
| 3M | -94.5% | +7.5% | -102.0% | -94.4% |
| 6M | -96.5% | +14.7% | -111.2% | -96.4% |
| YTD | -99.6% | +56.1% | -155.7% | -99.6% |
| 1Y | -99.7% | +69.6% | -169.3% | -99.6% |
| 3Y | -100.0% | +87.7% | -187.7% | -100.0% |
| 5Y | -100.0% | +28.6% | -128.6% | -100.0% |
| All | -100.0% | +129.7% | -229.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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