-100.0%
DFNS vs FIX
+1,026.2%
-1,126.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.7% |
| 7D | -6.0% | +9.4% | -15.4% | -4.9% |
| 30D | -71.2% | -27.8% | -43.4% | -73.0% |
| 3M | -94.5% | -35.6% | -59.0% | -95.0% |
| 6M | -96.5% | -45.2% | -51.3% | -96.9% |
| YTD | -99.6% | +19.5% | -119.1% | -99.6% |
| 1Y | -99.7% | +24.2% | -123.9% | -99.6% |
| 3Y | -100.0% | +494.2% | -594.1% | -100.0% |
| All | -100.0% | +1,026.2% | -1,126.2% | -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