-100.0%
DFNS vs FIX
+448.6%
-548.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +5.4% | -17.7% | -11.3% |
| 7D | -44.0% | -17.5% | -26.6% | -46.2% |
| 30D | -69.1% | -41.6% | -27.6% | -73.0% |
| 3M | -95.6% | -40.6% | -55.0% | -96.2% |
| 6M | -96.2% | -49.4% | -46.8% | -96.8% |
| YTD | -99.6% | +9.2% | -108.8% | -99.5% |
| 1Y | -99.7% | +6.5% | -106.2% | -99.7% |
| 3Y | -100.0% | +448.7% | -548.7% | -100.0% |
| All | -100.0% | +448.6% | -548.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling