-98.3%
DFNS vs AR
+22.7%
-120.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.5% |
| 7D | -16.0% | +2.5% | -18.5% | -15.5% |
| 30D | -77.7% | +14.8% | -92.5% | -77.1% |
| 3M | -77.2% | +6.2% | -83.4% | -76.3% |
| 6M | -95.2% | +4.3% | -99.5% | -95.0% |
| YTD | -98.0% | +14.4% | -112.3% | -97.9% |
| 1Y | -98.3% | +21.3% | -119.6% | -98.1% |
| All | -98.3% | +22.7% | -120.9% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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