-100.0%
DFNS vs FDS
-23.3%
-76.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.6% |
| 7D | -6.0% | +1.5% | -7.4% | -6.1% |
| 30D | -71.2% | +14.8% | -86.0% | -71.9% |
| 3M | -94.5% | +16.3% | -110.8% | -94.7% |
| 6M | -96.5% | +66.2% | -162.8% | -96.7% |
| YTD | -99.6% | +16.2% | -115.9% | -99.7% |
| 1Y | -99.7% | +21.8% | -121.5% | -99.7% |
| 3Y | -100.0% | -23.9% | -76.1% | -100.0% |
| All | -100.0% | -23.3% | -76.7% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling