-99.6%
DFNS vs M
+36.6%
-136.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +7.6% | -26.0% | -27.6% |
| 7D | -27.7% | +8.3% | -35.9% | -37.0% |
| 30D | -58.0% | +14.2% | -72.1% | -66.4% |
| 3M | -94.0% | -1.1% | -92.9% | -94.2% |
| 6M | -94.6% | +36.6% | -131.2% | -95.7% |
| YTD | -99.4% | +19.8% | -119.2% | -99.5% |
| 1Y | -99.6% | +37.2% | -136.8% | -99.8% |
| All | -99.6% | +36.6% | -136.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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