+19.3%
ARM vs DFNS
-99.6%
+119.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -18.3% | +13.1% | -5.2% |
| 7D | -18.7% | -27.7% | +9.0% | -18.5% |
| 30D | -36.7% | -58.0% | +21.3% | -36.4% |
| 3M | -31.6% | -94.0% | +62.3% | -31.2% |
| 6M | -5.6% | -94.6% | +88.9% | -4.6% |
| YTD | +75.5% | -99.4% | +174.9% | +94.4% |
| 1Y | +19.3% | -99.6% | +119.0% | +35.9% |
| All | +19.3% | -99.6% | +119.0% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling