-96.2%
DFNS vs AR
-4.6%
-91.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.8% | -11.4% | -12.7% |
| 7D | -44.0% | -14.3% | -29.8% | -50.7% |
| 30D | -69.1% | +1.4% | -70.6% | -67.6% |
| 3M | -95.6% | +3.4% | -99.0% | -95.2% |
| 6M | -96.2% | -2.1% | -94.1% | -95.4% |
| All | -96.2% | -4.6% | -91.6% | -95.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling