-100.0%
DFNS vs FLEX
+859.6%
-959.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +12.0% | -15.0% | -4.5% |
| 7D | -42.8% | -7.2% | -35.7% | -42.1% |
| 30D | -67.6% | -34.8% | -32.8% | -66.0% |
| 3M | -94.9% | -35.6% | -59.3% | -94.6% |
| 6M | -96.7% | -45.0% | -51.7% | -96.5% |
| YTD | -99.6% | +29.4% | -129.0% | -99.6% |
| 1Y | -99.7% | +24.8% | -124.5% | -99.7% |
| 3Y | -100.0% | +304.4% | -404.4% | -100.0% |
| 5Y | -100.0% | +484.1% | -584.0% | -100.0% |
| All | -100.0% | +859.6% | -959.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling