-100.0%
DFNS vs PL
+46.6%
-146.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +14.5% | -17.5% | -3.1% |
| 7D | -42.8% | +10.9% | -53.7% | -42.8% |
| 30D | -67.6% | -16.4% | -51.2% | -67.5% |
| 3M | -94.9% | -39.9% | -54.9% | -94.9% |
| 6M | -96.7% | -63.2% | -33.5% | -96.8% |
| YTD | -99.6% | -27.1% | -72.5% | -99.6% |
| 1Y | -99.7% | +12.2% | -111.9% | -99.7% |
| 3Y | -100.0% | +584.3% | -684.3% | -100.0% |
| 5Y | -100.0% | +37.0% | -137.0% | -100.0% |
| All | -100.0% | +46.6% | -146.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling