-99.6%
DFNS vs D
+23.9%
-123.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.4% | -22.8% | -12.4% |
| 7D | -27.7% | +8.5% | -36.2% | -18.4% |
| 30D | -58.0% | +14.3% | -72.3% | -49.3% |
| 3M | -94.0% | +1.8% | -95.8% | -94.0% |
| 6M | -94.6% | +13.0% | -107.6% | -94.5% |
| YTD | -99.4% | +22.7% | -122.2% | -99.4% |
| 1Y | -99.6% | +22.6% | -122.3% | -99.6% |
| All | -99.6% | +23.9% | -123.5% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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