-100.0%
DFNS vs BIL
+19.7%
-119.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | 0.0% | +12.7% | +12.9% |
| 7D | -13.0% | +0.1% | -13.1% | -11.4% |
| 30D | -56.9% | 0.0% | -56.9% | -56.0% |
| 3M | -93.2% | +0.6% | -93.8% | -91.8% |
| 6M | -95.4% | +1.5% | -97.0% | -93.1% |
| YTD | -99.5% | +2.8% | -102.3% | -99.0% |
| 1Y | -99.6% | +3.3% | -103.0% | -99.2% |
| 3Y | -100.0% | +13.4% | -113.4% | -99.8% |
| 5Y | -100.0% | +19.8% | -119.8% | -99.7% |
| All | -100.0% | +19.7% | -119.7% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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