-99.6%
DFNS vs FDS
+31.1%
-130.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.9% | -21.2% | -19.5% |
| 7D | -27.7% | +9.4% | -37.1% | -31.0% |
| 30D | -58.0% | +23.8% | -81.7% | -62.2% |
| 3M | -94.0% | +25.1% | -119.1% | -94.8% |
| 6M | -94.6% | +53.8% | -148.4% | -95.7% |
| YTD | -99.4% | +19.6% | -119.0% | -99.5% |
| 1Y | -99.6% | +31.6% | -131.3% | -99.7% |
| All | -99.6% | +31.1% | -130.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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