-100.0%
DFNS vs AR
+98.1%
-198.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.5% | +11.2% | +12.8% |
| 7D | -13.0% | +2.1% | -15.1% | -13.0% |
| 30D | -56.9% | +4.5% | -61.4% | -56.7% |
| 3M | -93.2% | +1.0% | -94.2% | -93.2% |
| 6M | -95.4% | +4.4% | -99.9% | -95.4% |
| YTD | -99.5% | +10.9% | -110.4% | -99.5% |
| 1Y | -99.6% | +8.6% | -108.2% | -99.6% |
| 3Y | -100.0% | +48.5% | -148.5% | -100.0% |
| 5Y | -100.0% | +95.7% | -195.7% | -100.0% |
| All | -100.0% | +98.1% | -198.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling