-100.0%
DFNS vs COMP
+353.8%
-453.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +10.7% | -23.0% | -10.2% |
| 7D | -44.0% | +13.4% | -57.5% | -42.4% |
| 30D | -69.1% | +11.1% | -80.2% | -68.3% |
| 3M | -95.6% | -18.8% | -76.8% | -95.8% |
| 6M | -96.2% | +10.5% | -106.7% | -96.0% |
| YTD | -99.6% | -3.4% | -96.2% | -99.6% |
| 1Y | -99.7% | +19.7% | -119.4% | -99.7% |
| 3Y | -100.0% | +381.6% | -481.6% | -100.0% |
| All | -100.0% | +353.8% | -453.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling