-99.6%
DFNS vs O
+8.1%
-107.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.0% | -21.3% | -14.6% |
| 7D | -27.7% | +5.8% | -33.5% | -21.9% |
| 30D | -58.0% | +10.7% | -68.6% | -52.1% |
| 3M | -94.0% | -4.5% | -89.5% | -94.4% |
| 6M | -94.6% | -4.1% | -90.5% | -95.0% |
| YTD | -99.4% | +9.8% | -109.2% | -99.5% |
| 1Y | -99.6% | +11.3% | -111.0% | -99.7% |
| All | -99.6% | +8.1% | -107.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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