-98.3%
DFNS vs FDS
-20.8%
-77.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +1.0% |
| 7D | +0.8% | -5.4% | +6.2% | +3.1% |
| 30D | -73.2% | +1.6% | -74.8% | -73.8% |
| 3M | -72.4% | +17.7% | -90.2% | -74.4% |
| 6M | -95.2% | +29.1% | -124.3% | -95.6% |
| YTD | -98.0% | +1.0% | -99.0% | -98.2% |
| 1Y | -98.3% | -21.6% | -76.6% | -98.4% |
| All | -98.3% | -20.8% | -77.4% | -98.4% |
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