-99.9%
DFNS vs BG
+19.0%
-118.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.9% |
| 7D | +4.6% | +0.5% | +4.1% | +5.3% |
| 30D | -73.9% | +10.3% | -84.2% | -72.0% |
| 3M | -71.7% | -1.9% | -69.8% | -68.3% |
| 6M | -94.6% | +5.2% | -99.8% | -94.0% |
| YTD | -98.1% | +41.2% | -139.2% | -97.9% |
| 1Y | -98.3% | +50.5% | -148.8% | -98.2% |
| All | -99.9% | +19.0% | -118.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling