-99.9%
DFNS vs BRKR
-11.8%
-88.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -6.3% | -8.7% | +2.3% | -2.3% |
| 30D | -74.0% | -9.9% | -64.1% | -72.2% |
| 3M | -70.1% | -3.1% | -67.1% | -67.2% |
| 6M | -93.9% | +45.5% | -139.4% | -93.9% |
| YTD | -98.1% | +13.7% | -111.8% | -98.0% |
| 1Y | -98.3% | +67.4% | -165.7% | -98.3% |
| 3Y | -99.9% | -13.2% | -86.7% | -99.9% |
| All | -99.9% | -11.8% | -88.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling