-100.0%
DFNS vs A
+89.4%
-189.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.7% | -14.0% | -12.1% |
| 7D | -44.0% | -0.1% | -43.9% | -44.0% |
| 30D | -69.1% | +3.4% | -72.5% | -69.0% |
| 3M | -95.6% | +23.8% | -119.5% | -95.5% |
| 6M | -96.2% | +49.0% | -145.2% | -96.0% |
| YTD | -99.6% | +29.4% | -129.0% | -99.6% |
| 1Y | -99.7% | +19.4% | -119.1% | -99.7% |
| 3Y | -100.0% | +66.2% | -166.2% | -100.0% |
| 5Y | -100.0% | +15.8% | -115.8% | -100.0% |
| All | -100.0% | +89.4% | -189.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling