-98.3%
DFNS vs AZO
-32.5%
-65.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -6.3% | -3.6% | -2.8% | -4.9% |
| 30D | -74.0% | -5.6% | -68.4% | -73.4% |
| 3M | -70.1% | -6.6% | -63.5% | -70.3% |
| 6M | -93.9% | -22.5% | -71.4% | -94.0% |
| YTD | -98.1% | -15.2% | -82.9% | -98.0% |
| 1Y | -98.3% | -33.9% | -64.4% | -98.3% |
| All | -98.3% | -32.5% | -65.8% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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