-100.0%
DFNS vs BEN
+19.4%
-119.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +4.7% | -16.9% | -10.5% |
| 7D | -44.0% | +6.6% | -50.6% | -42.5% |
| 30D | -69.1% | +3.8% | -73.0% | -68.6% |
| 3M | -95.6% | +0.2% | -95.8% | -95.6% |
| 6M | -96.2% | +10.4% | -106.6% | -96.0% |
| YTD | -99.6% | +46.2% | -145.8% | -99.5% |
| 1Y | -99.7% | +52.3% | -152.0% | -99.7% |
| 3Y | -100.0% | +65.9% | -165.9% | -100.0% |
| All | -100.0% | +19.4% | -119.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling