-99.9%
DFNS vs FND
-27.2%
-72.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.5% |
| 7D | -3.3% | -5.1% | +1.7% | -3.5% |
| 30D | -73.1% | -22.5% | -50.6% | -73.3% |
| 3M | -71.4% | -5.0% | -66.4% | -71.4% |
| 6M | -93.8% | -21.5% | -72.3% | -93.9% |
| YTD | -98.0% | -23.0% | -75.0% | -98.1% |
| 1Y | -98.2% | -44.9% | -53.3% | -98.2% |
| 3Y | -99.9% | -50.0% | -49.9% | -99.9% |
| 5Y | -99.9% | -63.3% | -36.5% | -99.9% |
| All | -99.9% | -27.2% | -72.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FND 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling