-99.7%
DFNS vs D
+16.4%
-116.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.2% | +12.6% | +13.1% |
| 7D | -37.0% | +2.4% | -39.3% | -34.4% |
| 30D | -63.4% | +10.9% | -74.3% | -57.8% |
| 3M | -94.1% | +2.8% | -96.9% | -94.0% |
| 6M | -96.3% | +12.7% | -109.0% | -96.4% |
| YTD | -99.6% | +20.3% | -119.9% | -99.6% |
| 1Y | -99.7% | +17.1% | -116.8% | -99.7% |
| All | -99.7% | +16.4% | -116.1% | -99.7% |
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