-100.0%
DFNS vs M
+365.3%
-465.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -5.6% |
| 7D | -6.0% | +7.0% | -13.0% | -6.4% |
| 30D | -71.2% | +8.9% | -80.1% | -71.3% |
| 3M | -94.5% | +4.5% | -99.0% | -94.6% |
| 6M | -96.5% | +36.2% | -132.7% | -96.5% |
| YTD | -99.6% | +15.1% | -114.8% | -99.6% |
| 1Y | -99.7% | +27.4% | -127.1% | -99.7% |
| 3Y | -100.0% | +160.1% | -260.1% | -100.0% |
| 5Y | -100.0% | -1.6% | -98.4% | -100.0% |
| All | -100.0% | +365.3% | -465.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling