-100.0%
DFNS vs O
+10.1%
-110.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.8% | -11.5% | -12.9% |
| 7D | -44.0% | +3.7% | -47.7% | -41.7% |
| 30D | -69.1% | +11.2% | -80.3% | -65.6% |
| 3M | -95.6% | -4.0% | -91.7% | -95.8% |
| 6M | -96.2% | -5.2% | -90.9% | -96.3% |
| YTD | -99.6% | +9.5% | -109.1% | -99.6% |
| 1Y | -99.7% | +10.6% | -110.3% | -99.7% |
| 3Y | -100.0% | +38.1% | -138.1% | -100.0% |
| All | -100.0% | +10.1% | -110.1% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling