-100.0%
DFNS vs D
+82.3%
-182.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.2% | -19.5% | -19.8% |
| 7D | -37.4% | +6.9% | -44.4% | -33.2% |
| 30D | -65.8% | +12.3% | -78.1% | -62.0% |
| 3M | -95.0% | +3.0% | -98.0% | -94.9% |
| 6M | -95.8% | +12.8% | -108.6% | -95.4% |
| YTD | -99.5% | +22.6% | -122.1% | -99.5% |
| 1Y | -99.7% | +21.7% | -121.4% | -99.7% |
| All | -100.0% | +82.3% | -182.2% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling