-99.6%
DFNS vs FLEX
+23.4%
-123.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -12.3% | -6.0% | -16.1% |
| 7D | -27.7% | -17.0% | -10.7% | -25.1% |
| 30D | -58.0% | -33.8% | -24.1% | -55.2% |
| 3M | -94.0% | -39.0% | -54.9% | -93.6% |
| 6M | -94.6% | -15.9% | -78.7% | -94.4% |
| YTD | -99.4% | +27.8% | -127.3% | -99.5% |
| 1Y | -99.6% | +25.0% | -124.6% | -99.7% |
| All | -99.6% | +23.4% | -123.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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