-99.9%
DFNS vs BN
+79.0%
-178.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -1.0% |
| 7D | +0.8% | -1.2% | +2.0% | +0.7% |
| 30D | -73.2% | -10.9% | -62.3% | -73.6% |
| 3M | -72.4% | -11.1% | -61.4% | -72.9% |
| 6M | -95.2% | -4.4% | -90.9% | -95.2% |
| YTD | -98.0% | -14.1% | -83.8% | -98.1% |
| 1Y | -98.3% | -11.1% | -87.2% | -98.3% |
| 3Y | -99.9% | +75.6% | -175.4% | -99.9% |
| All | -99.9% | +79.0% | -178.9% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling