-100.0%
DFNS vs BR
+19.2%
-119.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.7% | -18.6% | -19.6% |
| 7D | -12.7% | -1.3% | -11.4% | -13.2% |
| 30D | -65.2% | +13.7% | -78.9% | -63.4% |
| 3M | -94.6% | +13.8% | -108.4% | -94.2% |
| 6M | -96.2% | +29.7% | -126.0% | -95.8% |
| YTD | -99.6% | -12.6% | -87.0% | -99.7% |
| 1Y | -99.7% | -12.4% | -87.3% | -99.8% |
| 3Y | -100.0% | +14.1% | -114.1% | -100.0% |
| 5Y | -100.0% | +18.7% | -118.6% | -100.0% |
| All | -100.0% | +19.2% | -119.2% | -100.0% |
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