-95.2%
DFNS vs AR
+6.9%
-102.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.2% |
| 7D | -16.0% | +2.5% | -18.5% | -14.6% |
| 30D | -77.7% | +14.8% | -92.5% | -76.0% |
| 3M | -77.2% | +6.2% | -83.4% | -74.8% |
| 6M | -95.2% | +4.3% | -99.5% | -94.8% |
| All | -95.2% | +6.9% | -102.0% | -94.8% |
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