-100.0%
DFNS vs D
+74.2%
-174.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.2% | +12.6% | +13.0% |
| 7D | -37.0% | +2.4% | -39.3% | -35.3% |
| 30D | -63.4% | +10.9% | -74.3% | -59.8% |
| 3M | -94.1% | +2.8% | -96.9% | -93.9% |
| 6M | -96.3% | +12.7% | -109.0% | -96.0% |
| YTD | -99.6% | +20.3% | -119.9% | -99.5% |
| 1Y | -99.7% | +17.1% | -116.8% | -99.7% |
| 3Y | -100.0% | +75.1% | -175.1% | -100.0% |
| All | -100.0% | +74.2% | -174.2% | -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