-100.0%
DFNS vs D
+79.5%
-179.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.5% | -10.7% | -13.5% |
| 7D | -44.0% | +3.0% | -47.0% | -42.2% |
| 30D | -69.1% | +11.5% | -80.6% | -65.9% |
| 3M | -95.6% | +3.7% | -99.4% | -95.5% |
| 6M | -96.2% | +13.5% | -109.7% | -95.8% |
| YTD | -99.6% | +20.7% | -120.3% | -99.5% |
| 1Y | -99.7% | +18.2% | -118.0% | -99.7% |
| 3Y | -100.0% | +73.3% | -173.3% | -100.0% |
| All | -100.0% | +79.5% | -179.5% | -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