+230.8%
C vs DFNS
-99.9%
+330.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +3.6% | -16.0% | +19.6% | +3.6% |
| 30D | +0.1% | -77.7% | +77.8% | 0.0% |
| 3M | +2.4% | -77.2% | +79.6% | +2.4% |
| 6M | +24.9% | -95.2% | +120.1% | +24.7% |
| YTD | +19.8% | -98.0% | +117.8% | +19.4% |
| 1Y | +44.9% | -98.3% | +143.1% | +44.5% |
| 3Y | +263.0% | -99.9% | +362.9% | +265.9% |
| 5Y | +129.5% | -99.9% | +229.4% | +122.6% |
| All | +230.8% | -99.9% | +330.7% | +221.1% |
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