-99.7%
DFNS vs B
+25.9%
-125.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.5% | -12.8% | -12.4% |
| 7D | -44.0% | +9.6% | -53.6% | -46.2% |
| 30D | -69.1% | +3.5% | -72.6% | -69.9% |
| 3M | -95.6% | -1.6% | -94.0% | -95.7% |
| 6M | -96.2% | -1.7% | -94.5% | -96.3% |
| YTD | -99.6% | -5.3% | -94.3% | -99.6% |
| 1Y | -99.7% | +27.2% | -127.0% | -99.8% |
| All | -99.7% | +25.9% | -125.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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