-99.9%
DFNS vs BNS
+204.8%
-304.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.5% |
| 7D | -16.0% | +1.5% | -17.5% | -15.8% |
| 30D | -77.7% | +6.0% | -83.6% | -77.6% |
| 3M | -77.2% | +16.3% | -93.5% | -76.6% |
| 6M | -95.2% | +28.8% | -123.9% | -94.9% |
| YTD | -98.0% | +30.0% | -127.9% | -97.9% |
| 1Y | -98.3% | +50.7% | -149.0% | -98.1% |
| 3Y | -99.9% | +125.4% | -225.3% | -99.8% |
| 5Y | -99.9% | +94.2% | -194.1% | -99.8% |
| All | -99.9% | +204.8% | -304.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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