-99.6%
DFNS vs IR
+11.7%
-111.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -0.4% | -17.9% | -18.0% |
| 7D | -27.7% | +11.6% | -39.2% | -33.5% |
| 30D | -58.0% | +7.2% | -65.1% | -60.4% |
| 3M | -94.0% | -5.9% | -88.1% | -93.6% |
| 6M | -94.6% | +11.5% | -106.1% | -94.7% |
| YTD | -99.4% | +6.3% | -105.8% | -99.5% |
| 1Y | -99.6% | +9.1% | -108.7% | -99.7% |
| All | -99.6% | +11.7% | -111.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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