-99.9%
DFNS vs DD
+46.1%
-146.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -16.0% | -3.5% | -12.5% | -15.3% |
| 30D | -77.7% | -10.3% | -67.4% | -77.1% |
| 3M | -77.2% | -7.5% | -69.6% | -76.9% |
| 6M | -95.2% | -8.0% | -87.2% | -95.1% |
| YTD | -98.0% | +10.5% | -108.4% | -97.9% |
| 1Y | -98.3% | +38.3% | -136.5% | -98.1% |
| All | -99.9% | +46.1% | -146.0% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling