-100.0%
DFNS vs FLEX
+254.3%
-354.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +4.6% | -16.8% | -13.1% |
| 7D | -44.0% | -19.3% | -24.7% | -41.3% |
| 30D | -69.1% | -41.5% | -27.6% | -66.2% |
| 3M | -95.6% | -43.1% | -52.5% | -95.2% |
| 6M | -96.2% | -48.2% | -48.0% | -95.7% |
| YTD | -99.6% | +15.5% | -115.1% | -99.6% |
| 1Y | -99.7% | +10.2% | -110.0% | -99.8% |
| 3Y | -100.0% | +256.8% | -356.8% | -100.0% |
| All | -100.0% | +254.3% | -354.3% | -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