-99.9%
DFNS vs BG
+239.8%
-339.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -3.2% |
| 7D | -6.3% | +3.1% | -9.5% | -5.3% |
| 30D | -74.0% | +10.2% | -84.2% | -73.1% |
| 3M | -70.1% | -1.7% | -68.5% | -68.6% |
| 6M | -93.9% | +1.0% | -94.9% | -93.6% |
| YTD | -98.1% | +39.9% | -138.0% | -98.0% |
| 1Y | -98.3% | +53.2% | -151.5% | -98.2% |
| 3Y | -99.9% | +16.3% | -116.2% | -99.9% |
| 5Y | -99.9% | +83.9% | -183.7% | -99.9% |
| All | -99.9% | +239.8% | -339.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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