-99.9%
DFNS vs LUNR
+62.5%
-162.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.9% | -6.7% | -1.2% |
| 7D | +0.8% | +6.5% | -5.7% | +0.3% |
| 30D | -73.2% | -4.4% | -68.8% | -73.0% |
| 3M | -72.4% | -47.3% | -25.2% | -71.3% |
| 6M | -95.2% | -11.1% | -84.2% | -95.2% |
| YTD | -98.0% | -3.4% | -94.6% | -98.0% |
| 1Y | -98.3% | +85.8% | -184.0% | -98.3% |
| 3Y | -99.9% | +264.7% | -364.5% | -99.9% |
| All | -99.9% | +62.5% | -162.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling