-100.0%
DFNS vs FIX
+2,661.6%
-2,761.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.7% | +13.5% | +12.7% |
| 7D | -37.0% | -13.9% | -23.0% | -38.4% |
| 30D | -63.4% | -35.5% | -27.9% | -66.0% |
| 3M | -94.1% | -33.9% | -60.1% | -94.5% |
| 6M | -96.3% | -43.3% | -53.0% | -96.6% |
| YTD | -99.6% | +18.7% | -118.2% | -99.5% |
| 1Y | -99.7% | +13.8% | -113.5% | -99.7% |
| 3Y | -100.0% | +495.0% | -594.9% | -100.0% |
| 5Y | -100.0% | +1,049.0% | -1,149.0% | -100.0% |
| All | -100.0% | +2,661.6% | -2,761.6% | -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