+296.4%
ARM vs DFNS
-99.9%
+396.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.9% |
| 7D | +5.5% | -16.0% | +21.5% | +5.4% |
| 30D | -8.2% | -77.7% | +69.5% | -8.4% |
| 3M | -35.9% | -77.2% | +41.3% | -35.9% |
| 6M | +103.1% | -95.2% | +198.3% | +102.6% |
| YTD | +130.6% | -98.0% | +228.6% | +129.7% |
| 1Y | +86.1% | -98.3% | +184.3% | +85.5% |
| All | +296.4% | -99.9% | +396.3% | +289.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling