-98.3%
DFNS vs FIX
+128.3%
-226.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | -16.0% | +6.0% | -22.0% | -16.8% |
| 30D | -77.7% | -7.2% | -70.5% | -77.3% |
| 3M | -77.2% | -15.9% | -61.3% | -76.4% |
| 6M | -95.2% | +12.7% | -107.9% | -95.4% |
| YTD | -98.0% | +72.8% | -170.8% | -98.3% |
| 1Y | -98.3% | +122.9% | -221.2% | -98.7% |
| All | -98.3% | +128.3% | -226.5% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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