-99.9%
DFNS vs BP
+161.7%
-261.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.5% |
| 7D | +0.8% | +0.9% | -0.1% | +0.9% |
| 30D | -73.2% | +9.1% | -82.4% | -72.9% |
| 3M | -72.4% | +3.9% | -76.4% | -72.2% |
| 6M | -95.2% | +13.6% | -108.8% | -95.2% |
| YTD | -98.0% | +34.0% | -132.0% | -98.0% |
| 1Y | -98.3% | +39.2% | -137.4% | -98.2% |
| 3Y | -99.9% | +36.4% | -136.3% | -99.9% |
| 5Y | -99.9% | +135.8% | -235.7% | -99.9% |
| All | -99.9% | +161.7% | -261.5% | -99.9% |
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