-100.0%
DFNS vs FIX
+2,679.8%
-2,779.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.4% | -12.4% | -1.9% |
| 7D | -42.8% | -7.2% | -35.6% | -43.5% |
| 30D | -67.6% | -35.1% | -32.4% | -69.9% |
| 3M | -94.9% | -34.3% | -60.6% | -95.2% |
| 6M | -96.7% | -42.9% | -53.8% | -97.0% |
| YTD | -99.6% | +19.5% | -119.1% | -99.6% |
| 1Y | -99.7% | +16.8% | -116.5% | -99.7% |
| 3Y | -100.0% | +506.7% | -606.7% | -100.0% |
| 5Y | -100.0% | +1,046.7% | -1,146.7% | -100.0% |
| All | -100.0% | +2,679.8% | -2,779.8% | -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