-99.9%
DFNS vs AUR
+81.4%
-181.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.2% | +1.9% |
| 7D | -3.3% | +0.2% | -3.5% | -3.4% |
| 30D | -73.1% | -8.9% | -64.2% | -72.5% |
| 3M | -71.4% | +4.6% | -76.0% | -71.3% |
| 6M | -93.8% | +44.9% | -138.7% | -94.0% |
| YTD | -98.0% | +64.8% | -162.9% | -98.1% |
| 1Y | -98.2% | +16.4% | -114.5% | -98.2% |
| All | -99.9% | +81.4% | -181.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling