-96.5%
DFNS vs BG
-19.2%
-77.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | +0.8% |
| 7D | -6.0% | +2.6% | -8.5% | +3.6% |
| 30D | -71.2% | -6.7% | -64.5% | -79.1% |
| 3M | -94.5% | -9.3% | -85.3% | -97.4% |
| 6M | -96.5% | -18.3% | -78.2% | -98.0% |
| All | -96.5% | -19.2% | -77.3% | -98.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling