-98.3%
DFNS vs AUR
+11.8%
-110.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.3% |
| 7D | -16.0% | +8.7% | -24.7% | -21.8% |
| 30D | -77.7% | -5.2% | -72.5% | -75.8% |
| 3M | -77.2% | -7.3% | -69.9% | -76.4% |
| 6M | -95.2% | +41.2% | -136.4% | -96.3% |
| YTD | -98.0% | +65.1% | -163.1% | -98.6% |
| 1Y | -98.3% | +13.4% | -111.7% | -98.4% |
| All | -98.3% | +11.8% | -110.1% | -98.4% |
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