-98.3%
DFNS vs REPL
+161.1%
-259.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.1% |
| 7D | -16.0% | -3.0% | -13.0% | -16.4% |
| 30D | -77.7% | +27.1% | -104.8% | -76.0% |
| 3M | -77.2% | +52.4% | -129.6% | -53.3% |
| 6M | -95.2% | +107.4% | -202.6% | -89.4% |
| YTD | -98.0% | +54.7% | -152.7% | -95.7% |
| 1Y | -98.3% | +158.9% | -257.1% | -95.6% |
| All | -98.3% | +161.1% | -259.4% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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