-96.0%
DFNS vs DD
+5.5%
-101.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.1% | +11.7% | +10.2% |
| 7D | -37.0% | +2.2% | -39.2% | -39.2% |
| 30D | -63.4% | +20.7% | -84.1% | -79.0% |
| 3M | -94.1% | +11.3% | -105.4% | -95.2% |
| All | -96.0% | +5.5% | -101.4% | -96.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling