-99.7%
DFNS vs IR
+5.9%
-105.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.4% | -13.6% | -13.2% |
| 7D | -44.0% | +3.7% | -47.7% | -45.2% |
| 30D | -69.1% | +7.4% | -76.6% | -70.8% |
| 3M | -95.6% | -5.9% | -89.7% | -95.4% |
| 6M | -96.2% | +5.6% | -101.7% | -96.1% |
| YTD | -99.6% | +4.8% | -104.4% | -99.6% |
| 1Y | -99.7% | +6.9% | -106.7% | -99.8% |
| All | -99.7% | +5.9% | -105.6% | -99.8% |
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