-99.9%
DFNS vs BR
+44.8%
-144.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.6% |
| 7D | -3.3% | -6.0% | +2.6% | -5.1% |
| 30D | -73.1% | -0.9% | -72.2% | -73.0% |
| 3M | -71.4% | +16.4% | -87.8% | -69.6% |
| 6M | -93.8% | -8.2% | -85.7% | -94.4% |
| YTD | -98.0% | -23.2% | -74.8% | -98.4% |
| 1Y | -98.2% | -30.9% | -67.2% | -98.6% |
| 3Y | -99.9% | -5.0% | -94.9% | -99.9% |
| 5Y | -99.9% | +8.8% | -108.6% | -99.9% |
| All | -99.9% | +44.8% | -144.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling