-99.9%
DFNS vs BNY
+256.6%
-356.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | -6.3% | -1.3% | -5.0% | -7.1% |
| 30D | -74.0% | -0.2% | -73.8% | -73.7% |
| 3M | -70.1% | +14.9% | -85.1% | -67.4% |
| 6M | -93.9% | +40.0% | -133.9% | -92.6% |
| YTD | -98.1% | +42.0% | -140.1% | -97.7% |
| 1Y | -98.3% | +56.9% | -155.1% | -97.8% |
| 3Y | -99.9% | +289.9% | -389.7% | -99.8% |
| All | -99.9% | +256.6% | -356.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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