-98.3%
DFNS vs LUNR
+75.3%
-173.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.3% |
| 7D | -16.0% | -3.6% | -12.4% | -14.7% |
| 30D | -77.7% | +5.9% | -83.6% | -77.7% |
| 3M | -77.2% | -56.0% | -21.2% | -70.2% |
| 6M | -95.2% | -20.5% | -74.7% | -94.7% |
| YTD | -98.0% | -8.7% | -89.2% | -97.9% |
| 1Y | -98.3% | +75.9% | -174.2% | -98.7% |
| All | -98.3% | +75.3% | -173.5% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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