-95.2%
DFNS vs FDS
+37.6%
-132.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +3.1% |
| 7D | -16.0% | -1.9% | -14.1% | -14.6% |
| 30D | -77.7% | +9.0% | -86.7% | -79.8% |
| 3M | -77.2% | +18.9% | -96.0% | -80.4% |
| 6M | -95.2% | +35.1% | -130.3% | -96.2% |
| All | -95.2% | +37.6% | -132.8% | -96.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling