-99.7%
DFNS vs FIX
+3.4%
-103.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +5.4% | -17.7% | -13.7% |
| 7D | -44.0% | -17.5% | -26.6% | -40.5% |
| 30D | -69.1% | -41.6% | -27.6% | -65.5% |
| 3M | -95.6% | -40.6% | -55.0% | -95.1% |
| 6M | -96.2% | -49.4% | -46.8% | -95.6% |
| YTD | -99.6% | +9.2% | -108.8% | -99.6% |
| 1Y | -99.7% | +6.5% | -106.2% | -99.8% |
| All | -99.7% | +3.4% | -103.1% | -99.8% |
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