-98.9%
DFNS vs IRE
-84.4%
-14.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.0% | -13.4% | -1.9% |
| 7D | -16.0% | +54.8% | -70.8% | -22.7% |
| 30D | -77.7% | +18.4% | -96.1% | -78.5% |
| 3M | -77.2% | -66.7% | -10.4% | -74.5% |
| 6M | -95.2% | -52.3% | -42.9% | -95.3% |
| YTD | -98.0% | -52.3% | -45.7% | -98.2% |
| All | -98.9% | -84.4% | -14.5% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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