-98.3%
DFNS vs COMP
+22.2%
-120.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.3% |
| 7D | -16.0% | +1.4% | -17.4% | -16.5% |
| 30D | -77.7% | -13.3% | -64.4% | -75.6% |
| 3M | -77.2% | +41.1% | -118.3% | -77.9% |
| 6M | -95.2% | +17.2% | -112.4% | -95.1% |
| YTD | -98.0% | +5.2% | -103.2% | -97.8% |
| 1Y | -98.3% | +18.9% | -117.2% | -98.1% |
| All | -98.3% | +22.2% | -120.5% | -98.1% |
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