-99.7%
DFNS vs RF
+21.0%
-120.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.4% | -11.9% | -12.0% |
| 7D | -44.0% | -0.9% | -43.1% | -43.5% |
| 30D | -69.1% | +6.0% | -75.2% | -70.6% |
| 3M | -95.6% | -8.9% | -86.7% | -95.3% |
| 6M | -96.2% | +2.3% | -98.5% | -96.4% |
| YTD | -99.6% | +7.6% | -107.2% | -99.7% |
| 1Y | -99.7% | +21.2% | -120.9% | -99.8% |
| All | -99.7% | +21.0% | -120.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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