-99.9%
DFNS vs FN
+509.0%
-608.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.5% |
| 7D | -16.0% | -1.7% | -14.3% | -16.0% |
| 30D | -77.7% | -22.0% | -55.7% | -77.6% |
| 3M | -77.2% | -43.0% | -34.2% | -76.9% |
| 6M | -95.2% | -27.7% | -67.4% | -95.1% |
| YTD | -98.0% | -10.5% | -87.5% | -97.9% |
| 1Y | -98.3% | +12.5% | -110.8% | -98.2% |
| 3Y | -99.9% | +153.8% | -253.7% | -99.9% |
| 5Y | -99.9% | +288.0% | -387.9% | -99.8% |
| All | -99.9% | +509.0% | -608.8% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling