-99.6%
DFNS vs FN
-25.7%
-73.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -6.0% | -12.4% | -17.2% |
| 7D | -27.7% | -7.0% | -20.7% | -26.6% |
| 30D | -58.0% | -24.7% | -33.2% | -55.9% |
| 3M | -94.0% | -35.7% | -58.3% | -93.5% |
| 6M | -94.6% | -52.4% | -42.2% | -93.7% |
| YTD | -99.4% | -25.0% | -74.5% | -99.5% |
| 1Y | -99.6% | -25.7% | -74.0% | -99.7% |
| All | -99.6% | -25.7% | -73.9% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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