-100.0%
DFNS vs FLEX
+281.5%
-381.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.0% | -1.5% | -4.7% |
| 7D | -6.0% | +7.5% | -13.4% | -7.4% |
| 30D | -71.2% | -25.3% | -45.9% | -69.6% |
| 3M | -94.5% | -39.7% | -54.8% | -94.1% |
| 6M | -96.5% | -47.9% | -48.7% | -96.1% |
| YTD | -99.6% | +24.1% | -123.7% | -99.6% |
| 1Y | -99.7% | +26.0% | -125.6% | -99.7% |
| 3Y | -100.0% | +282.7% | -382.7% | -100.0% |
| All | -100.0% | +281.5% | -381.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling