-100.0%
DFNS vs P
+477.8%
-577.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.3% | -9.3% | -3.0% |
| 7D | -42.8% | -9.6% | -33.2% | -42.8% |
| 30D | -67.6% | -33.4% | -34.1% | -67.8% |
| 3M | -94.9% | +14.2% | -109.1% | -94.8% |
| 6M | -96.7% | +31.6% | -128.3% | -96.7% |
| YTD | -99.6% | +53.5% | -153.1% | -99.6% |
| 1Y | -99.7% | +14.2% | -113.9% | -99.7% |
| 3Y | -100.0% | +190.5% | -290.5% | -100.0% |
| 5Y | -100.0% | +256.3% | -356.3% | -100.0% |
| All | -100.0% | +477.8% | -577.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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