-100.0%
DFNS vs GEN
+69.6%
-169.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.6% | -9.6% | -12.4% |
| 7D | -44.0% | +2.3% | -46.3% | -43.9% |
| 30D | -69.1% | +33.1% | -102.2% | -68.5% |
| 3M | -95.6% | +6.5% | -102.1% | -95.6% |
| 6M | -96.2% | +53.8% | -150.0% | -95.8% |
| YTD | -99.6% | +11.2% | -110.8% | -99.6% |
| 1Y | -99.7% | +19.4% | -119.1% | -99.7% |
| 3Y | -100.0% | +81.0% | -181.0% | -100.0% |
| 5Y | -100.0% | +33.4% | -133.4% | -100.0% |
| All | -100.0% | +69.6% | -169.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling