-98.3%
DFNS vs ALNY
-47.6%
-50.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | -6.3% | -6.5% | +0.2% | -6.9% |
| 30D | -74.0% | +11.0% | -85.0% | -73.8% |
| 3M | -70.1% | -14.1% | -56.1% | -72.3% |
| 6M | -93.9% | -22.4% | -71.5% | -94.3% |
| YTD | -98.1% | -37.5% | -60.6% | -98.3% |
| 1Y | -98.3% | -46.9% | -51.4% | -98.2% |
| All | -98.3% | -47.6% | -50.7% | -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