-100.0%
DFNS vs BUD
+68.8%
-168.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -2.7% |
| 7D | -42.8% | +1.3% | -44.1% | -42.4% |
| 30D | -67.6% | +10.0% | -77.6% | -66.7% |
| 3M | -94.9% | +1.6% | -96.4% | -94.8% |
| 6M | -96.7% | +6.5% | -103.2% | -96.7% |
| YTD | -99.6% | +34.8% | -134.5% | -99.6% |
| 1Y | -99.7% | +36.5% | -136.2% | -99.7% |
| 3Y | -100.0% | +49.0% | -148.9% | -100.0% |
| 5Y | -100.0% | +51.7% | -151.7% | -100.0% |
| All | -100.0% | +68.8% | -168.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling