-99.6%
DFNS vs BN
-3.9%
-95.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +6.1% | -24.4% | -25.9% |
| 7D | -27.7% | +12.0% | -39.6% | -40.4% |
| 30D | -58.0% | +17.0% | -75.0% | -67.8% |
| 3M | -94.0% | -3.2% | -90.8% | -93.7% |
| 6M | -94.6% | -3.9% | -90.7% | -94.5% |
| YTD | -99.4% | -5.6% | -93.8% | -99.4% |
| 1Y | -99.6% | -4.7% | -94.9% | -99.6% |
| All | -99.6% | -3.9% | -95.7% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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