-96.5%
DFNS vs BR
+32.3%
-128.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.9% |
| 7D | -6.0% | +1.1% | -7.0% | -6.7% |
| 30D | -71.2% | +14.4% | -85.6% | -75.0% |
| 3M | -94.5% | +12.4% | -106.9% | -95.3% |
| 6M | -96.5% | +35.4% | -132.0% | -97.7% |
| All | -96.5% | +32.3% | -128.9% | -97.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling