-100.0%
DFNS vs COMP
-51.7%
-48.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.7% | +10.0% | +12.9% |
| 7D | -13.0% | +2.2% | -15.2% | -12.7% |
| 30D | -56.9% | +16.3% | -73.2% | -56.3% |
| 3M | -93.2% | -19.1% | -74.1% | -93.3% |
| 6M | -95.4% | +17.1% | -112.6% | -95.3% |
| YTD | -99.5% | -2.9% | -96.6% | -99.5% |
| 1Y | -99.6% | +8.8% | -108.4% | -99.6% |
| 3Y | -100.0% | +423.5% | -523.4% | -100.0% |
| 5Y | -100.0% | -10.5% | -89.5% | -100.0% |
| All | -100.0% | -51.7% | -48.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling