-99.9%
DFNS vs BND
-3.2%
-96.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +0.8% |
| 7D | -3.3% | -0.9% | -2.4% | -4.4% |
| 30D | -73.1% | -1.0% | -72.1% | -73.4% |
| 3M | -71.4% | -1.2% | -70.1% | -72.1% |
| 6M | -93.8% | -2.0% | -91.9% | -94.1% |
| YTD | -98.0% | -1.2% | -96.9% | -98.1% |
| 1Y | -98.2% | -0.5% | -97.7% | -98.2% |
| 3Y | -99.9% | +12.4% | -112.3% | -99.9% |
| 5Y | -99.9% | -2.5% | -97.4% | -99.8% |
| All | -99.9% | -3.2% | -96.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 10y: compounded portfolio wealth divided by compounded BND 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…
10y analysis · Full analysis span regression · 6 months rolling