-99.6%
DFNS vs FIX
+21.5%
-121.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.0% | +7.7% | +11.3% |
| 7D | -13.0% | +6.4% | -19.4% | -14.0% |
| 30D | -56.9% | -29.1% | -27.8% | -54.1% |
| 3M | -93.2% | -31.1% | -62.1% | -92.7% |
| 6M | -95.4% | -42.8% | -52.6% | -95.0% |
| YTD | -99.5% | +24.6% | -124.2% | -99.6% |
| 1Y | -99.6% | +21.9% | -121.6% | -99.7% |
| All | -99.6% | +21.5% | -121.2% | -99.7% |
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