-99.6%
DFNS vs ALL
+42.7%
-142.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.9% | -21.2% | -16.2% |
| 7D | -27.7% | +7.5% | -35.2% | -23.5% |
| 30D | -58.0% | +19.7% | -77.7% | -51.8% |
| 3M | -94.0% | +2.9% | -96.9% | -93.6% |
| 6M | -94.6% | +23.5% | -118.1% | -92.8% |
| YTD | -99.4% | +31.1% | -130.6% | -99.2% |
| 1Y | -99.6% | +40.5% | -140.1% | -99.4% |
| All | -99.6% | +42.7% | -142.3% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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