-98.3%
DFNS vs AUR
+17.8%
-116.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -3.8% |
| 7D | -6.3% | +1.4% | -7.8% | -7.6% |
| 30D | -74.0% | -6.4% | -67.6% | -71.4% |
| 3M | -70.1% | +7.7% | -77.9% | -71.6% |
| 6M | -93.9% | +44.5% | -138.4% | -95.4% |
| YTD | -98.1% | +67.4% | -165.5% | -98.7% |
| 1Y | -98.3% | +15.4% | -113.7% | -98.4% |
| All | -98.3% | +17.8% | -116.1% | -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