-99.9%
DFNS vs M
+330.5%
-430.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.4% |
| 7D | -16.0% | +4.7% | -20.7% | -16.3% |
| 30D | -77.7% | -9.6% | -68.1% | -77.6% |
| 3M | -77.2% | +0.9% | -78.0% | -77.0% |
| 6M | -95.2% | +22.3% | -117.5% | -95.1% |
| YTD | -98.0% | +6.5% | -104.5% | -98.0% |
| 1Y | -98.3% | +38.8% | -137.0% | -98.2% |
| 3Y | -99.9% | +115.9% | -215.8% | -99.9% |
| 5Y | -99.9% | +28.6% | -128.5% | -99.9% |
| All | -99.9% | +330.5% | -430.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling