-100.0%
DFNS vs FIX
+929.6%
-1,029.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -11.6% | -8.1% | -21.1% |
| 7D | -37.4% | -27.2% | -10.2% | -40.6% |
| 30D | -65.8% | -46.9% | -18.9% | -69.6% |
| 3M | -95.0% | -44.4% | -50.6% | -95.5% |
| 6M | -95.8% | -50.9% | -44.9% | -96.3% |
| YTD | -99.5% | +3.5% | -103.1% | -99.5% |
| 1Y | -99.7% | -2.1% | -97.6% | -99.7% |
| 3Y | -100.0% | +418.7% | -518.7% | -100.0% |
| 5Y | -100.0% | +894.6% | -994.5% | -100.0% |
| All | -100.0% | +929.6% | -1,029.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling