-99.6%
DFNS vs IDXX
-2.6%
-97.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.9% | -22.3% | -20.1% |
| 7D | -27.7% | +24.1% | -51.8% | -36.3% |
| 30D | -58.0% | +32.5% | -90.5% | -65.6% |
| 3M | -94.0% | +18.8% | -112.8% | -94.5% |
| 6M | -94.6% | +24.0% | -118.6% | -95.4% |
| YTD | -99.4% | +3.3% | -102.7% | -99.5% |
| 1Y | -99.6% | -3.3% | -96.4% | -99.6% |
| All | -99.6% | -2.6% | -97.0% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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