-100.0%
DFNS vs M
+100.8%
-200.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.6% | -7.6% | -11.4% |
| 7D | -44.0% | -4.3% | -39.7% | -43.5% |
| 30D | -69.1% | +1.3% | -70.4% | -69.2% |
| 3M | -95.6% | -7.4% | -88.3% | -95.6% |
| 6M | -96.2% | +18.3% | -114.5% | -96.1% |
| YTD | -99.6% | +7.6% | -107.2% | -99.6% |
| 1Y | -99.7% | +17.4% | -117.1% | -99.7% |
| 3Y | -100.0% | +108.4% | -208.3% | -100.0% |
| All | -100.0% | +100.8% | -200.8% | -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