-99.9%
DFNS vs FDS
-9.1%
-90.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.0% |
| 7D | -16.0% | -1.9% | -14.1% | -15.7% |
| 30D | -77.7% | +9.0% | -86.7% | -78.1% |
| 3M | -77.2% | +18.9% | -96.0% | -77.7% |
| 6M | -95.2% | +35.1% | -130.3% | -95.3% |
| YTD | -98.0% | +5.5% | -103.5% | -98.1% |
| 1Y | -98.3% | -16.8% | -81.5% | -98.4% |
| 3Y | -99.9% | -28.1% | -71.8% | -99.9% |
| 5Y | -99.9% | -17.4% | -82.4% | -99.9% |
| All | -99.9% | -9.1% | -90.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling