-99.7%
DFNS vs BND
-1.2%
-98.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -4.6% |
| 7D | -6.0% | -1.4% | -4.5% | +3.7% |
| 30D | -71.2% | +0.6% | -71.8% | -73.3% |
| 3M | -94.5% | -1.6% | -92.9% | -93.8% |
| 6M | -96.5% | -1.5% | -95.0% | -96.1% |
| YTD | -99.6% | -1.5% | -98.2% | -99.6% |
| 1Y | -99.7% | -1.1% | -98.6% | -99.7% |
| All | -99.7% | -1.2% | -98.5% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling