-99.9%
DFNS vs O
+50.8%
-150.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -1.0% |
| 7D | +0.8% | -0.6% | +1.3% | +0.4% |
| 30D | -73.2% | -2.0% | -71.3% | -73.5% |
| 3M | -72.4% | +3.0% | -75.5% | -71.6% |
| 6M | -95.2% | -3.6% | -91.6% | -95.3% |
| YTD | -98.0% | +12.1% | -110.0% | -97.8% |
| 1Y | -98.3% | +8.9% | -107.1% | -98.1% |
| 3Y | -99.9% | +30.3% | -130.2% | -99.9% |
| 5Y | -99.9% | +13.7% | -113.6% | -99.8% |
| All | -99.9% | +50.8% | -150.7% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling