-98.3%
DFNS vs BLK
+3.3%
-101.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +1.4% |
| 7D | -16.0% | -3.6% | -12.4% | -7.8% |
| 30D | -77.7% | -1.0% | -76.7% | -77.9% |
| 3M | -77.2% | +10.4% | -87.6% | -80.0% |
| 6M | -95.2% | +8.2% | -103.3% | -95.6% |
| YTD | -98.0% | +6.0% | -104.0% | -98.1% |
| 1Y | -98.3% | +3.3% | -101.6% | -97.8% |
| All | -98.3% | +3.3% | -101.6% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling