-100.0%
DFNS vs BP
+103.6%
-203.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.4% | -11.8% | -12.3% |
| 7D | -44.0% | -11.6% | -32.4% | -45.5% |
| 30D | -69.1% | 0.0% | -69.2% | -69.1% |
| 3M | -95.6% | +6.7% | -102.4% | -95.6% |
| 6M | -96.2% | +2.2% | -98.3% | -96.1% |
| YTD | -99.6% | +33.0% | -132.6% | -99.6% |
| 1Y | -99.7% | +30.7% | -130.5% | -99.7% |
| 3Y | -100.0% | +44.2% | -144.2% | -100.0% |
| All | -100.0% | +103.6% | -203.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling