-100.0%
DFNS vs BUD
+66.8%
-166.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -2.3% | +15.0% | +12.2% |
| 7D | -13.0% | +0.5% | -13.5% | -12.8% |
| 30D | -56.9% | +7.4% | -64.3% | -55.9% |
| 3M | -93.2% | +4.3% | -97.5% | -93.1% |
| 6M | -95.4% | +5.3% | -100.7% | -95.3% |
| YTD | -99.5% | +33.2% | -132.7% | -99.5% |
| 1Y | -99.6% | +31.8% | -131.4% | -99.6% |
| 3Y | -100.0% | +47.8% | -147.7% | -100.0% |
| 5Y | -100.0% | +50.2% | -150.1% | -100.0% |
| All | -100.0% | +66.8% | -166.8% | -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