-100.0%
DFNS vs P
+506.7%
-606.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -5.5% |
| 7D | -6.0% | +11.6% | -17.6% | -6.0% |
| 30D | -71.2% | -23.7% | -47.5% | -71.3% |
| 3M | -94.5% | -8.0% | -86.6% | -94.6% |
| 6M | -96.5% | +27.9% | -124.4% | -96.5% |
| YTD | -99.6% | +61.2% | -160.8% | -99.6% |
| 1Y | -99.7% | +28.6% | -128.3% | -99.7% |
| 3Y | -100.0% | +200.5% | -300.4% | -100.0% |
| 5Y | -100.0% | +282.9% | -382.9% | -100.0% |
| All | -100.0% | +506.7% | -606.7% | -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