-99.9%
DFNS vs BLK
+29.1%
-128.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.5% |
| 7D | -3.3% | -5.2% | +1.8% | -3.4% |
| 30D | -73.1% | -7.0% | -66.1% | -73.1% |
| 3M | -71.4% | +5.7% | -77.0% | -71.0% |
| 6M | -93.8% | +11.0% | -104.9% | -93.7% |
| YTD | -98.0% | +0.9% | -98.9% | -98.1% |
| 1Y | -98.2% | -1.6% | -96.6% | -98.2% |
| 3Y | -99.9% | +64.5% | -164.3% | -99.9% |
| 5Y | -99.9% | +30.9% | -130.7% | -99.9% |
| All | -99.9% | +29.1% | -128.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling