-100.0%
DFNS vs IR
+25.2%
-125.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.7% |
| 7D | -6.0% | +2.5% | -8.5% | -4.4% |
| 30D | -71.2% | +9.2% | -80.3% | -69.5% |
| 3M | -94.5% | +0.9% | -95.5% | -94.5% |
| 6M | -96.5% | +19.2% | -115.8% | -96.0% |
| YTD | -99.6% | +7.5% | -107.1% | -99.6% |
| 1Y | -99.7% | +11.7% | -111.4% | -99.7% |
| 3Y | -100.0% | +23.9% | -123.9% | -100.0% |
| All | -100.0% | +25.2% | -125.2% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling