-99.7%
DFNS vs DD
+31.6%
-131.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.9% | -8.9% | -10.0% |
| 7D | -42.8% | +9.8% | -52.6% | -48.8% |
| 30D | -67.6% | +19.3% | -86.9% | -74.0% |
| 3M | -94.9% | +9.4% | -104.2% | -95.3% |
| 6M | -96.7% | +4.8% | -101.5% | -97.0% |
| YTD | -99.6% | +30.2% | -129.9% | -99.7% |
| All | -99.7% | +31.6% | -131.3% | -99.8% |
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