-99.7%
DFNS vs BEN
+65.1%
-164.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -6.4% |
| 7D | -6.0% | +6.8% | -12.8% | -17.6% |
| 30D | -71.2% | +18.0% | -89.2% | -80.3% |
| 3M | -94.5% | +7.5% | -102.0% | -95.4% |
| 6M | -96.5% | +14.7% | -111.2% | -97.4% |
| YTD | -99.6% | +56.1% | -155.7% | -99.8% |
| 1Y | -99.7% | +69.6% | -169.3% | -99.9% |
| All | -99.7% | +65.1% | -164.8% | -99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling