-99.9%
DFNS vs FND
-22.0%
-77.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | -16.0% | -5.2% | -10.8% | -16.2% |
| 30D | -77.7% | -19.9% | -57.8% | -77.8% |
| 3M | -77.2% | +2.7% | -79.9% | -77.1% |
| 6M | -95.2% | -21.7% | -73.5% | -95.2% |
| YTD | -98.0% | -17.5% | -80.5% | -98.0% |
| 1Y | -98.3% | -39.3% | -59.0% | -98.3% |
| 3Y | -99.9% | -49.8% | -50.1% | -99.9% |
| 5Y | -99.9% | -60.1% | -39.8% | -99.9% |
| All | -99.9% | -22.0% | -77.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling