-99.9%
DFNS vs AUR
-34.9%
-65.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.0% |
| 7D | +0.8% | +19.2% | -18.4% | -0.6% |
| 30D | -73.2% | -7.8% | -65.4% | -72.9% |
| 3M | -72.4% | +4.0% | -76.4% | -72.4% |
| 6M | -95.2% | +45.0% | -140.2% | -95.3% |
| YTD | -98.0% | +69.5% | -167.5% | -98.0% |
| 1Y | -98.3% | +13.0% | -111.3% | -98.3% |
| 3Y | -99.9% | +90.4% | -190.2% | -99.9% |
| 5Y | -99.9% | -34.2% | -65.7% | -99.9% |
| All | -99.9% | -34.9% | -65.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling