-100.0%
DFNS vs IR
+27.4%
-127.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.4% | -13.6% | -11.4% |
| 7D | -44.0% | +3.7% | -47.7% | -42.9% |
| 30D | -69.1% | +7.4% | -76.6% | -67.7% |
| 3M | -95.6% | -5.9% | -89.7% | -95.8% |
| 6M | -96.2% | +5.6% | -101.7% | -96.0% |
| YTD | -99.6% | +4.8% | -104.4% | -99.6% |
| 1Y | -99.7% | +6.9% | -106.7% | -99.7% |
| 3Y | -100.0% | +27.6% | -127.5% | -100.0% |
| All | -100.0% | +27.4% | -127.4% | -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