-100.0%
DFNS vs BG
+182.2%
-282.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -4.9% |
| 7D | -6.0% | +2.6% | -8.5% | -5.1% |
| 30D | -71.2% | -6.7% | -64.5% | -71.8% |
| 3M | -94.5% | -9.3% | -85.3% | -94.7% |
| 6M | -96.5% | -18.3% | -78.2% | -96.6% |
| YTD | -99.6% | +16.2% | -115.8% | -99.6% |
| 1Y | -99.7% | +7.6% | -107.3% | -99.7% |
| 3Y | -100.0% | +6.6% | -106.5% | -100.0% |
| 5Y | -100.0% | +22.2% | -122.2% | -100.0% |
| All | -100.0% | +182.2% | -282.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling