-99.9%
DFNS vs BIL
+19.3%
-119.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +1.5% |
| 7D | -16.0% | +0.1% | -16.1% | -13.9% |
| 30D | -77.7% | +0.3% | -78.0% | -75.4% |
| 3M | -77.2% | +0.9% | -78.1% | -70.4% |
| 6M | -95.2% | +1.8% | -97.0% | -92.5% |
| YTD | -98.0% | +2.4% | -100.4% | -96.5% |
| 1Y | -98.3% | +3.7% | -102.0% | -96.3% |
| 3Y | -99.9% | +14.2% | -114.0% | -99.2% |
| 5Y | -99.9% | +19.4% | -119.3% | -99.1% |
| All | -99.9% | +19.3% | -119.2% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling