-99.9%
DFNS vs COMP
-47.7%
-52.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.6% |
| 7D | -16.0% | +1.4% | -17.4% | -15.9% |
| 30D | -77.7% | -13.3% | -64.4% | -78.0% |
| 3M | -77.2% | +41.1% | -118.3% | -76.2% |
| 6M | -95.2% | +17.2% | -112.4% | -95.1% |
| YTD | -98.0% | +5.2% | -103.2% | -98.0% |
| 1Y | -98.3% | +18.9% | -117.2% | -98.2% |
| 3Y | -99.9% | +215.9% | -315.8% | -99.9% |
| 5Y | -99.9% | -31.2% | -68.7% | -99.8% |
| All | -99.9% | -47.7% | -52.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling