-100.0%
DFNS vs FIX
+2,719.4%
-2,819.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -2.8% | -16.6% | -19.7% |
| 7D | -12.7% | +17.0% | -29.7% | -11.0% |
| 30D | -65.2% | -30.6% | -34.6% | -67.4% |
| 3M | -94.6% | -35.0% | -59.5% | -95.0% |
| 6M | -96.2% | -44.0% | -52.3% | -96.6% |
| YTD | -99.6% | +21.1% | -120.8% | -99.6% |
| 1Y | -99.7% | +16.3% | -115.9% | -99.7% |
| 3Y | -100.0% | +507.4% | -607.4% | -100.0% |
| 5Y | -100.0% | +1,052.1% | -1,152.0% | -100.0% |
| All | -100.0% | +2,719.4% | -2,819.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling