-99.9%
DFNS vs IDXX
-26.5%
-73.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.6% |
| 7D | -6.3% | -5.7% | -0.6% | -6.9% |
| 30D | -74.0% | -11.5% | -62.4% | -74.2% |
| 3M | -70.1% | -9.5% | -60.6% | -70.4% |
| 6M | -93.9% | -16.0% | -78.0% | -94.1% |
| YTD | -98.1% | -25.4% | -72.7% | -98.2% |
| 1Y | -98.3% | -21.8% | -76.5% | -98.4% |
| 3Y | -99.9% | +7.0% | -106.9% | -99.9% |
| All | -99.9% | -26.5% | -73.3% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling