-100.0%
DFNS vs LUNR
+34.7%
-134.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.5% |
| 7D | -6.0% | +24.2% | -30.1% | -7.6% |
| 30D | -71.2% | +18.0% | -89.2% | -71.6% |
| 3M | -94.5% | -26.0% | -68.6% | -94.4% |
| 6M | -96.5% | -63.6% | -33.0% | -96.3% |
| YTD | -99.6% | -19.9% | -79.7% | -99.6% |
| 1Y | -99.7% | +50.1% | -149.8% | -99.7% |
| 3Y | -100.0% | +374.5% | -474.4% | -100.0% |
| All | -100.0% | +34.7% | -134.7% | -100.0% |
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