-98.3%
DFNS vs MKTX
-10.6%
-87.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.4% |
| 7D | -6.3% | -0.2% | -6.1% | -6.0% |
| 30D | -74.0% | +0.7% | -74.7% | -74.4% |
| 3M | -70.1% | +40.8% | -110.9% | -79.8% |
| 6M | -93.9% | -8.0% | -85.9% | -95.8% |
| YTD | -98.1% | -8.7% | -89.4% | -98.8% |
| 1Y | -98.3% | -11.8% | -86.5% | -99.2% |
| All | -98.3% | -10.6% | -87.7% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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