-100.0%
DFNS vs BEN
+63.5%
-163.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +4.7% | -16.9% | -9.1% |
| 7D | -44.0% | +6.6% | -50.6% | -41.3% |
| 30D | -69.1% | +3.8% | -73.0% | -68.2% |
| 3M | -95.6% | +0.2% | -95.8% | -95.6% |
| 6M | -96.2% | +10.4% | -106.6% | -95.9% |
| YTD | -99.6% | +46.2% | -145.8% | -99.4% |
| 1Y | -99.7% | +52.3% | -152.0% | -99.6% |
| 3Y | -100.0% | +65.9% | -165.9% | -100.0% |
| All | -100.0% | +63.5% | -163.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling