-99.9%
DFNS vs ALLE
+42.6%
-142.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.9% |
| 7D | -16.0% | -0.2% | -15.8% | -16.1% |
| 30D | -77.7% | -6.8% | -70.9% | -78.2% |
| 3M | -77.2% | +21.0% | -98.2% | -73.4% |
| 6M | -95.2% | +1.1% | -96.3% | -95.0% |
| YTD | -98.0% | -0.5% | -97.4% | -97.9% |
| 1Y | -98.3% | -7.3% | -91.0% | -98.4% |
| All | -99.9% | +42.6% | -142.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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