-99.6%
DFNS vs AUR
-17.4%
-82.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -4.4% | -13.9% | -14.8% |
| 7D | -27.7% | -19.8% | -7.8% | -13.9% |
| 30D | -58.0% | -29.0% | -28.9% | -45.0% |
| 3M | -94.0% | -43.6% | -50.4% | -90.3% |
| 6M | -94.6% | -36.6% | -57.9% | -92.6% |
| YTD | -99.4% | +6.3% | -105.7% | -99.4% |
| 1Y | -99.6% | -9.0% | -90.6% | -99.6% |
| All | -99.6% | -17.4% | -82.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling