-99.9%
DFNS vs IR
+142.1%
-242.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +1.0% |
| 7D | -16.0% | -2.8% | -13.2% | -16.8% |
| 30D | -77.7% | -15.1% | -62.6% | -78.8% |
| 3M | -77.2% | +6.1% | -83.2% | -76.4% |
| 6M | -95.2% | -16.8% | -78.4% | -95.5% |
| YTD | -98.0% | -3.5% | -94.4% | -98.0% |
| 1Y | -98.3% | -3.5% | -94.8% | -98.3% |
| 3Y | -99.9% | +9.5% | -109.4% | -99.9% |
| 5Y | -99.9% | +45.1% | -144.9% | -99.9% |
| All | -99.9% | +142.1% | -242.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling