-99.9%
DFNS vs BLK
+115.6%
-215.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.2% | -2.5% |
| 7D | -6.3% | -3.3% | -3.0% | -6.4% |
| 30D | -74.0% | -6.5% | -67.4% | -74.0% |
| 3M | -70.1% | +6.7% | -76.9% | -69.9% |
| 6M | -93.9% | +14.7% | -108.6% | -93.8% |
| YTD | -98.1% | +2.5% | -100.6% | -98.1% |
| 1Y | -98.3% | -2.8% | -95.5% | -98.4% |
| 3Y | -99.9% | +65.9% | -165.7% | -99.9% |
| 5Y | -99.9% | +33.0% | -132.8% | -99.9% |
| All | -99.9% | +115.6% | -215.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling