-99.9%
DFNS vs AZO
+85.8%
-185.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.6% |
| 7D | -6.3% | -3.6% | -2.8% | -7.7% |
| 30D | -74.0% | -5.6% | -68.4% | -74.4% |
| 3M | -70.1% | -6.6% | -63.5% | -70.8% |
| 6M | -93.9% | -22.5% | -71.4% | -94.7% |
| YTD | -98.1% | -15.2% | -82.9% | -98.2% |
| 1Y | -98.3% | -33.9% | -64.4% | -98.6% |
| 3Y | -99.9% | +11.8% | -111.7% | -99.9% |
| All | -99.9% | +85.8% | -185.6% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling