-99.6%
DFNS vs A
+24.4%
-124.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.0% | -19.3% | -19.0% |
| 7D | -27.7% | -2.4% | -25.3% | -26.5% |
| 30D | -58.0% | +3.6% | -61.6% | -59.0% |
| 3M | -94.0% | +27.5% | -121.4% | -94.8% |
| 6M | -94.6% | +58.5% | -153.1% | -96.1% |
| YTD | -99.4% | +31.2% | -130.6% | -99.5% |
| 1Y | -99.6% | +22.2% | -121.8% | -99.7% |
| All | -99.6% | +24.4% | -124.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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