-99.9%
DFNS vs BR
+7.6%
-107.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.7% |
| 7D | +4.6% | -5.0% | +9.7% | +2.8% |
| 30D | -73.9% | -2.5% | -71.4% | -73.9% |
| 3M | -71.7% | +13.5% | -85.2% | -70.1% |
| 6M | -94.6% | -9.4% | -85.2% | -95.2% |
| YTD | -98.1% | -23.3% | -74.8% | -98.5% |
| 1Y | -98.3% | -31.6% | -66.7% | -98.8% |
| 3Y | -99.9% | -5.1% | -94.8% | -99.9% |
| 5Y | -99.9% | +8.2% | -108.0% | -99.9% |
| All | -99.9% | +7.6% | -107.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling