-99.9%
DFNS vs A
+58.9%
-158.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -1.0% |
| 7D | +0.8% | -2.1% | +2.8% | +0.6% |
| 30D | -73.2% | +0.6% | -73.8% | -73.2% |
| 3M | -72.4% | +10.9% | -83.3% | -72.1% |
| 6M | -95.2% | +28.2% | -123.4% | -95.1% |
| YTD | -98.0% | +8.6% | -106.6% | -98.0% |
| 1Y | -98.3% | +15.5% | -113.8% | -98.2% |
| 3Y | -99.9% | +31.8% | -131.7% | -99.9% |
| 5Y | -99.9% | -14.9% | -85.0% | -99.9% |
| All | -99.9% | +58.9% | -158.8% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling