-98.3%
DFNS vs O
+7.4%
-105.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -6.2% |
| 7D | +4.6% | -2.3% | +6.9% | +2.0% |
| 30D | -73.9% | -2.4% | -71.4% | -74.4% |
| 3M | -71.7% | -0.6% | -71.1% | -73.6% |
| 6M | -94.6% | -5.0% | -89.6% | -94.7% |
| YTD | -98.1% | +10.4% | -108.5% | -98.4% |
| 1Y | -98.3% | +6.6% | -104.9% | -98.5% |
| All | -98.3% | +7.4% | -105.7% | -98.5% |
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