-99.9%
DFNS vs BR
+48.8%
-148.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | -0.4% |
| 7D | -16.0% | -5.3% | -10.7% | -17.5% |
| 30D | -77.7% | +6.4% | -84.1% | -77.2% |
| 3M | -77.2% | +13.6% | -90.8% | -76.2% |
| 6M | -95.2% | -6.7% | -88.5% | -95.6% |
| YTD | -98.0% | -21.1% | -76.9% | -98.3% |
| 1Y | -98.3% | -29.6% | -68.7% | -98.7% |
| 3Y | -99.9% | -2.4% | -97.5% | -99.9% |
| 5Y | -99.9% | +11.2% | -111.1% | -99.9% |
| All | -99.9% | +48.8% | -148.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling