-100.0%
DFNS vs P
+187.1%
-287.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.8% | +13.7% | +12.8% |
| 7D | -37.0% | -13.3% | -23.6% | -37.0% |
| 30D | -63.4% | -34.0% | -29.4% | -63.8% |
| 3M | -94.1% | +4.1% | -98.2% | -94.0% |
| 6M | -96.3% | +30.5% | -126.8% | -96.2% |
| YTD | -99.6% | +52.2% | -151.7% | -99.5% |
| 1Y | -99.7% | +10.3% | -110.0% | -99.7% |
| 3Y | -100.0% | +180.9% | -280.8% | -100.0% |
| All | -100.0% | +187.1% | -287.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling