-99.9%
DFNS vs BUD
+58.2%
-158.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -1.0% |
| 7D | +0.8% | +0.8% | 0.0% | +0.9% |
| 30D | -73.2% | -4.8% | -68.4% | -73.5% |
| 3M | -72.4% | +1.4% | -73.8% | -72.3% |
| 6M | -95.2% | +9.9% | -105.1% | -95.1% |
| YTD | -98.0% | +26.3% | -124.3% | -97.9% |
| 1Y | -98.3% | +36.1% | -134.4% | -98.1% |
| 3Y | -99.9% | +48.6% | -148.5% | -99.9% |
| 5Y | -99.9% | +45.0% | -144.9% | -99.8% |
| All | -99.9% | +58.2% | -158.0% | -99.8% |
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