-100.0%
DFNS vs AR
+1,308.7%
-1,408.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | -6.0% | +7.4% | -13.3% | -5.8% |
| 30D | -71.2% | +5.8% | -76.9% | -71.1% |
| 3M | -94.5% | +5.2% | -99.7% | -94.5% |
| 6M | -96.5% | +5.4% | -102.0% | -96.5% |
| YTD | -99.6% | +12.4% | -112.0% | -99.6% |
| 1Y | -99.7% | +12.8% | -112.5% | -99.7% |
| 3Y | -100.0% | +47.2% | -147.2% | -100.0% |
| 5Y | -100.0% | +101.1% | -201.1% | -100.0% |
| All | -100.0% | +1,308.7% | -1,408.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling