-99.6%
DFNS vs COMP
+23.8%
-123.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +7.7% | -26.1% | -23.0% |
| 7D | -27.7% | +9.5% | -37.2% | -32.9% |
| 30D | -58.0% | +8.1% | -66.0% | -60.7% |
| 3M | -94.0% | -16.3% | -77.6% | -93.3% |
| 6M | -94.6% | +42.2% | -136.8% | -94.9% |
| YTD | -99.4% | -5.0% | -94.4% | -99.4% |
| 1Y | -99.6% | +20.1% | -119.7% | -99.7% |
| All | -99.6% | +23.8% | -123.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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