-100.0%
DFNS vs O
+48.5%
-148.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -2.4% |
| 7D | -42.8% | +3.3% | -46.1% | -41.2% |
| 30D | -67.6% | +10.3% | -77.9% | -65.0% |
| 3M | -94.9% | -3.5% | -91.4% | -94.9% |
| 6M | -96.7% | -1.3% | -95.5% | -96.7% |
| YTD | -99.6% | +10.3% | -109.9% | -99.6% |
| 1Y | -99.7% | +10.4% | -110.1% | -99.7% |
| 3Y | -100.0% | +40.0% | -140.0% | -100.0% |
| 5Y | -100.0% | +12.4% | -112.3% | -100.0% |
| All | -100.0% | +48.5% | -148.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling