-100.0%
DFNS vs M
+159.6%
-259.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.9% | +13.6% | +12.9% |
| 7D | -13.0% | -3.3% | -9.7% | -12.3% |
| 30D | -56.9% | +8.1% | -65.0% | -57.5% |
| 3M | -93.2% | +2.2% | -95.4% | -93.3% |
| 6M | -95.4% | +35.1% | -130.6% | -95.3% |
| YTD | -99.5% | +15.8% | -115.3% | -99.5% |
| 1Y | -99.6% | +25.8% | -125.5% | -99.6% |
| All | -100.0% | +159.6% | -259.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling