-99.9%
DFNS vs AUR
-35.7%
-64.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.7% |
| 7D | -6.3% | +1.4% | -7.8% | -6.5% |
| 30D | -74.0% | -6.4% | -67.6% | -73.7% |
| 3M | -70.1% | +7.7% | -77.9% | -70.2% |
| 6M | -93.9% | +44.5% | -138.4% | -94.0% |
| YTD | -98.1% | +67.4% | -165.5% | -98.1% |
| 1Y | -98.3% | +15.4% | -113.7% | -98.3% |
| 3Y | -99.9% | +94.8% | -194.7% | -99.9% |
| 5Y | -99.9% | -35.1% | -64.8% | -99.9% |
| All | -99.9% | -35.7% | -64.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling