-99.9%
DFNS vs ALK
-25.3%
-74.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +0.2% |
| 7D | -16.0% | -0.7% | -15.3% | -15.9% |
| 30D | -77.7% | -19.2% | -58.5% | -76.6% |
| 3M | -77.2% | -1.5% | -75.7% | -76.8% |
| 6M | -95.2% | -13.1% | -82.1% | -95.1% |
| YTD | -98.0% | -16.4% | -81.5% | -97.9% |
| 1Y | -98.3% | -33.1% | -65.2% | -98.2% |
| 3Y | -99.9% | +0.6% | -100.5% | -99.9% |
| All | -99.9% | -25.3% | -74.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 5y: compounded portfolio wealth divided by compounded ALK 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…
5y analysis · Full analysis span regression · 6 months rolling