-99.9%
DFNS vs FIVE
+50.0%
-149.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.4% |
| 7D | -16.0% | +4.3% | -20.3% | -16.7% |
| 30D | -77.7% | +12.5% | -90.2% | -78.6% |
| 3M | -77.2% | +31.2% | -108.4% | -78.7% |
| 6M | -95.2% | +14.4% | -109.5% | -95.4% |
| YTD | -98.0% | +33.9% | -131.9% | -98.1% |
| 1Y | -98.3% | +65.1% | -163.3% | -98.5% |
| All | -99.9% | +50.0% | -149.9% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling