-100.0%
DFNS vs BP
+167.1%
-267.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +1.2% | -20.6% | -19.2% |
| 7D | -12.7% | +2.5% | -15.2% | -12.4% |
| 30D | -65.2% | -5.6% | -59.6% | -65.5% |
| 3M | -94.6% | +8.0% | -102.6% | -94.5% |
| 6M | -96.2% | +5.7% | -101.9% | -96.2% |
| YTD | -99.6% | +36.8% | -136.4% | -99.6% |
| 1Y | -99.7% | +30.7% | -130.4% | -99.7% |
| 3Y | -100.0% | +51.6% | -151.6% | -100.0% |
| 5Y | -100.0% | +112.2% | -212.2% | -100.0% |
| All | -100.0% | +167.1% | -267.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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