-100.0%
DFNS vs PL
+403.1%
-503.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -10.1% | -9.5% | -19.5% |
| 7D | -37.4% | -20.5% | -16.9% | -37.3% |
| 30D | -65.8% | -38.8% | -27.0% | -65.7% |
| 3M | -95.0% | -49.1% | -45.9% | -95.0% |
| 6M | -95.8% | -69.4% | -26.4% | -95.9% |
| YTD | -99.5% | -42.3% | -57.2% | -99.5% |
| 1Y | -99.7% | -14.2% | -85.6% | -99.7% |
| All | -100.0% | +403.1% | -503.1% | -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 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