-98.3%
DFNS vs M
+46.1%
-144.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -3.6% |
| 7D | -16.0% | +4.7% | -20.7% | -22.4% |
| 30D | -77.7% | -9.6% | -68.1% | -74.7% |
| 3M | -77.2% | +0.9% | -78.0% | -75.6% |
| 6M | -95.2% | +22.3% | -117.5% | -95.6% |
| YTD | -98.0% | +6.5% | -104.5% | -97.9% |
| 1Y | -98.3% | +38.8% | -137.0% | -99.0% |
| All | -98.3% | +46.1% | -144.4% | -99.0% |
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