-96.2%
DFNS vs O
-4.6%
-91.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.8% | -11.5% | -14.2% |
| 7D | -44.0% | +3.7% | -47.7% | -37.8% |
| 30D | -69.1% | +11.2% | -80.3% | -59.4% |
| 3M | -95.6% | -4.0% | -91.7% | -96.3% |
| 6M | -96.2% | -5.2% | -90.9% | -96.8% |
| All | -96.2% | -4.6% | -91.6% | -96.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling