-99.9%
DFNS vs BN
+129.7%
-229.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -16.0% | -2.5% | -13.5% | -16.1% |
| 30D | -77.7% | -9.5% | -68.2% | -77.8% |
| 3M | -77.2% | -10.4% | -66.8% | -77.4% |
| 6M | -95.2% | -6.4% | -88.8% | -95.2% |
| YTD | -98.0% | -11.9% | -86.1% | -98.0% |
| 1Y | -98.3% | -8.6% | -89.7% | -98.3% |
| 3Y | -99.9% | +77.6% | -177.4% | -99.9% |
| 5Y | -99.9% | +37.0% | -136.9% | -99.8% |
| All | -99.9% | +129.7% | -229.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling