-100.0%
DFNS vs FDS
-22.8%
-77.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.7% | -8.5% | -11.8% |
| 7D | -44.0% | -0.5% | -43.5% | -44.0% |
| 30D | -69.1% | +20.2% | -89.3% | -69.9% |
| 3M | -95.6% | +19.9% | -115.5% | -95.8% |
| 6M | -96.2% | +56.2% | -152.3% | -96.3% |
| YTD | -99.6% | +14.6% | -114.2% | -99.6% |
| 1Y | -99.7% | +31.6% | -131.3% | -99.8% |
| 3Y | -100.0% | -23.8% | -76.2% | -100.0% |
| All | -100.0% | -22.8% | -77.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling