-66.2%
DFNS vs P
-33.9%
-32.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -16.4% | -3.2% | -13.9% |
| 7D | -37.4% | -31.9% | -5.5% | -34.0% |
| 30D | -65.8% | -36.5% | -29.3% | -64.2% |
| All | -66.2% | -33.9% | -32.4% | -64.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling