-98.3%
DFNS vs ALNY
-40.8%
-57.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -16.0% | +12.2% | -28.2% | -15.2% |
| 30D | -77.7% | +16.3% | -94.0% | -77.4% |
| 3M | -77.2% | -12.4% | -64.8% | -78.5% |
| 6M | -95.2% | -18.7% | -76.5% | -95.5% |
| YTD | -98.0% | -33.1% | -64.9% | -98.1% |
| 1Y | -98.3% | -41.3% | -56.9% | -98.2% |
| All | -98.3% | -40.8% | -57.5% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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