-98.3%
DFNS vs GEN
+5.4%
-103.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +3.6% |
| 7D | -16.0% | -1.2% | -14.8% | -14.3% |
| 30D | -77.7% | +10.1% | -87.8% | -81.2% |
| 3M | -77.2% | +16.1% | -93.3% | -81.7% |
| 6M | -95.2% | +38.9% | -134.0% | -96.9% |
| YTD | -98.0% | +14.4% | -112.4% | -98.5% |
| 1Y | -98.3% | +5.9% | -104.1% | -98.8% |
| All | -98.3% | +5.4% | -103.7% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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