-99.9%
DFNS vs PL
+454.1%
-554.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.6% |
| 7D | -16.0% | -9.3% | -6.7% | -16.1% |
| 30D | -77.7% | -18.9% | -58.8% | -77.7% |
| 3M | -77.2% | -58.4% | -18.8% | -78.2% |
| 6M | -95.2% | -30.3% | -64.9% | -95.0% |
| YTD | -98.0% | -8.1% | -89.9% | -97.8% |
| 1Y | -98.3% | +180.5% | -278.8% | -97.6% |
| All | -99.9% | +454.1% | -554.0% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling