-99.7%
DFNS vs BEN
+70.3%
-170.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.3% | -9.3% | -14.8% |
| 7D | -42.8% | +12.2% | -55.0% | -56.4% |
| 30D | -67.6% | +12.1% | -79.6% | -75.4% |
| 3M | -94.9% | +7.3% | -102.2% | -95.7% |
| 6M | -96.7% | +17.9% | -114.6% | -97.6% |
| YTD | -99.6% | +55.4% | -155.1% | -99.8% |
| All | -99.7% | +70.3% | -170.1% | -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