-99.9%
DFNS vs P
+276.6%
-376.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | -16.0% | +6.5% | -22.5% | -15.8% |
| 30D | -77.7% | +18.8% | -96.5% | -77.4% |
| 3M | -77.2% | +26.7% | -103.9% | -76.8% |
| 6M | -95.2% | +62.2% | -157.4% | -95.0% |
| YTD | -98.0% | +48.5% | -146.5% | -97.9% |
| 1Y | -98.3% | +26.4% | -124.7% | -98.2% |
| 3Y | -99.9% | +159.4% | -259.3% | -99.9% |
| All | -99.9% | +276.6% | -376.5% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling