-100.0%
DFNS vs BN
+29.3%
-129.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.9% | -11.3% | -12.3% |
| 7D | -44.0% | +5.3% | -49.4% | -43.8% |
| 30D | -69.1% | +11.9% | -81.0% | -68.9% |
| 3M | -95.6% | -5.7% | -89.9% | -95.6% |
| 6M | -96.2% | -10.6% | -85.6% | -96.2% |
| YTD | -99.6% | -9.4% | -90.2% | -99.6% |
| 1Y | -99.7% | -8.8% | -91.0% | -99.7% |
| 3Y | -100.0% | +95.6% | -195.6% | -100.0% |
| All | -100.0% | +29.3% | -129.3% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling