-99.9%
DFNS vs ALL
+118.4%
-218.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | -0.2% |
| 7D | -16.0% | 0.0% | -16.0% | -16.0% |
| 30D | -77.7% | -1.5% | -76.2% | -77.6% |
| 3M | -77.2% | +23.6% | -100.8% | -73.4% |
| 6M | -95.2% | +22.3% | -117.5% | -94.4% |
| YTD | -98.0% | +26.5% | -124.5% | -97.6% |
| 1Y | -98.3% | +27.0% | -125.3% | -97.9% |
| 3Y | -99.9% | +149.6% | -249.5% | -99.8% |
| All | -99.9% | +118.4% | -218.3% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling