-99.6%
DFNS vs DD
+49.3%
-149.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -1.8% | -16.6% | -16.1% |
| 7D | -27.7% | +8.7% | -36.4% | -35.1% |
| 30D | -58.0% | +15.3% | -73.3% | -65.3% |
| 3M | -94.0% | +5.9% | -99.9% | -94.3% |
| 6M | -94.6% | +11.6% | -106.2% | -95.0% |
| YTD | -99.4% | +26.5% | -126.0% | -99.5% |
| 1Y | -99.6% | +35.4% | -135.0% | -99.7% |
| All | -99.6% | +49.3% | -149.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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