-99.6%
DFNS vs FIVE
+63.3%
-162.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +6.7% | -25.0% | -20.4% |
| 7D | -27.7% | +7.5% | -35.1% | -29.8% |
| 30D | -58.0% | +16.7% | -74.7% | -60.6% |
| 3M | -94.0% | +13.4% | -107.3% | -94.7% |
| 6M | -94.6% | +9.0% | -103.6% | -95.1% |
| YTD | -99.4% | +33.8% | -133.2% | -99.6% |
| 1Y | -99.6% | +61.2% | -160.8% | -99.8% |
| All | -99.6% | +63.3% | -162.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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