-99.6%
DFNS vs BR
-14.2%
-85.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.0% | -21.3% | -21.0% |
| 7D | -27.7% | +7.0% | -34.6% | -32.6% |
| 30D | -58.0% | +19.0% | -77.0% | -64.9% |
| 3M | -94.0% | +13.1% | -107.1% | -94.9% |
| 6M | -94.6% | +24.6% | -119.2% | -96.0% |
| YTD | -99.4% | -13.6% | -85.8% | -99.5% |
| 1Y | -99.6% | -13.1% | -86.5% | -99.7% |
| All | -99.6% | -14.2% | -85.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling