-99.7%
DFNS vs FIX
+14.0%
-113.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.4% | -12.4% | -5.5% |
| 7D | -42.8% | -7.2% | -35.6% | -41.1% |
| 30D | -67.6% | -35.1% | -32.4% | -64.8% |
| 3M | -94.9% | -34.3% | -60.6% | -94.4% |
| 6M | -96.7% | -42.9% | -53.8% | -96.4% |
| YTD | -99.6% | +19.5% | -119.1% | -99.7% |
| All | -99.7% | +14.0% | -113.8% | -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