-99.6%
DFNS vs RF
+18.8%
-118.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.2% | +12.9% | +12.9% |
| 7D | -13.0% | -1.3% | -11.6% | -11.9% |
| 30D | -56.9% | +4.6% | -61.5% | -58.6% |
| 3M | -93.2% | -8.4% | -84.8% | -92.7% |
| 6M | -95.4% | +8.9% | -104.3% | -96.0% |
| YTD | -99.5% | +8.8% | -108.3% | -99.6% |
| 1Y | -99.6% | +18.9% | -118.5% | -99.7% |
| All | -99.6% | +18.8% | -118.4% | -99.7% |
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