-100.0%
DFNS vs BUD
+66.6%
-166.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.5% | -10.8% | -12.6% |
| 7D | -44.0% | +4.5% | -48.5% | -43.2% |
| 30D | -69.1% | +12.5% | -81.6% | -68.1% |
| 3M | -95.6% | 0.0% | -95.6% | -95.6% |
| 6M | -96.2% | +3.8% | -100.0% | -96.1% |
| YTD | -99.6% | +33.1% | -132.7% | -99.6% |
| 1Y | -99.7% | +35.5% | -135.2% | -99.7% |
| 3Y | -100.0% | +49.4% | -149.4% | -100.0% |
| 5Y | -100.0% | +48.0% | -148.0% | -100.0% |
| All | -100.0% | +66.6% | -166.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling