-99.6%
DFNS vs PL
-0.6%
-99.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -6.4% | -12.0% | -16.0% |
| 7D | -27.7% | -11.7% | -15.9% | -24.0% |
| 30D | -58.0% | -27.1% | -30.8% | -52.9% |
| 3M | -94.0% | -44.6% | -49.4% | -92.5% |
| 6M | -94.6% | -67.2% | -27.4% | -92.3% |
| YTD | -99.4% | -35.9% | -63.6% | -99.3% |
| 1Y | -99.6% | -0.4% | -99.3% | -99.6% |
| All | -99.6% | -0.6% | -99.0% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling