-99.9%
DFNS vs A
+30.8%
-130.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.7% |
| 7D | -16.0% | -1.9% | -14.1% | -16.3% |
| 30D | -77.7% | +6.9% | -84.6% | -77.4% |
| 3M | -77.2% | +9.2% | -86.4% | -76.7% |
| 6M | -95.2% | +25.7% | -120.9% | -95.0% |
| YTD | -98.0% | +11.5% | -109.5% | -98.0% |
| 1Y | -98.3% | +18.4% | -116.6% | -98.3% |
| All | -99.9% | +30.8% | -130.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling