-99.9%
DFNS vs FND
-61.9%
-38.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.9% |
| 7D | +0.8% | +0.4% | +0.4% | +0.8% |
| 30D | -73.2% | -23.6% | -49.7% | -73.5% |
| 3M | -72.4% | +4.3% | -76.8% | -72.4% |
| 6M | -95.2% | -20.3% | -74.9% | -95.3% |
| YTD | -98.0% | -21.3% | -76.7% | -98.0% |
| 1Y | -98.3% | -45.4% | -52.9% | -98.3% |
| 3Y | -99.9% | -48.9% | -51.0% | -99.9% |
| 5Y | -99.9% | -61.0% | -38.8% | -99.9% |
| All | -99.9% | -61.9% | -38.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling