-99.9%
DFNS vs MKTX
-65.6%
-34.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | -73.2% | +1.0% | -74.2% | -73.4% |
| 3M | -72.4% | +41.3% | -113.7% | -75.2% |
| 6M | -95.2% | -11.3% | -83.9% | -95.3% |
| YTD | -98.0% | -8.6% | -89.4% | -98.0% |
| 1Y | -98.3% | -11.1% | -87.2% | -98.3% |
| 3Y | -99.9% | -24.5% | -75.4% | -99.9% |
| 5Y | -99.9% | -61.4% | -38.4% | -99.9% |
| All | -99.9% | -65.6% | -34.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling