-98.9%
DFNS vs AS
+120.4%
-219.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -2.5% |
| 7D | -16.0% | -4.9% | -11.1% | -11.8% |
| 30D | -77.7% | -19.6% | -58.1% | -72.5% |
| 3M | -77.2% | -14.4% | -62.8% | -72.4% |
| 6M | -95.2% | -20.1% | -75.1% | -94.0% |
| YTD | -98.0% | -20.9% | -77.0% | -97.4% |
| 1Y | -98.3% | -21.9% | -76.4% | -97.8% |
| All | -98.9% | +120.4% | -219.2% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 all: compounded portfolio wealth divided by compounded AS 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…
all analysis · Full analysis span regression · 6 months rolling