-99.9%
DFNS vs INVH
+23.6%
-123.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -1.2% |
| 7D | +0.8% | -3.1% | +3.9% | -1.6% |
| 30D | -73.2% | -7.1% | -66.1% | -74.5% |
| 3M | -72.4% | -3.0% | -69.5% | -72.7% |
| 6M | -95.2% | +10.1% | -105.3% | -94.8% |
| YTD | -98.0% | +3.8% | -101.8% | -97.9% |
| 1Y | -98.3% | -2.1% | -96.2% | -98.3% |
| 3Y | -99.9% | -7.0% | -92.9% | -99.9% |
| 5Y | -99.9% | -20.6% | -79.3% | -99.9% |
| All | -99.9% | +23.6% | -123.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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