-99.7%
DFNS vs M
+25.7%
-125.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.1% | -11.1% | -12.6% |
| 7D | -42.8% | +2.5% | -45.4% | -45.6% |
| 30D | -67.6% | +10.1% | -77.6% | -72.5% |
| 3M | -94.9% | -0.9% | -93.9% | -95.1% |
| 6M | -96.7% | +30.2% | -126.9% | -97.2% |
| YTD | -99.6% | +16.3% | -115.9% | -99.6% |
| All | -99.7% | +25.7% | -125.4% | -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