-98.3%
DFNS vs DD
+33.7%
-132.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -1.0% |
| 7D | +4.6% | -3.8% | +8.4% | +10.2% |
| 30D | -73.9% | -9.2% | -64.6% | -69.6% |
| 3M | -71.7% | -9.0% | -62.7% | -66.3% |
| 6M | -94.6% | -5.0% | -89.6% | -93.8% |
| YTD | -98.1% | +7.4% | -105.5% | -98.1% |
| 1Y | -98.3% | +35.1% | -133.4% | -98.9% |
| All | -98.3% | +33.7% | -132.0% | -98.9% |
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