-100.0%
DFNS vs BIL
+13.8%
-113.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | 0.0% | -19.4% | -19.4% |
| 7D | -12.7% | +0.1% | -12.7% | -5.5% |
| 30D | -65.2% | +0.3% | -65.5% | -51.2% |
| 3M | -94.6% | +0.9% | -95.5% | -85.4% |
| 6M | -96.2% | +1.8% | -98.1% | -75.7% |
| YTD | -99.6% | +3.1% | -102.7% | -91.2% |
| 1Y | -99.7% | +3.7% | -103.4% | -88.2% |
| All | -100.0% | +13.8% | -113.8% | +2,656.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling