-99.9%
DFNS vs RF
+89.8%
-189.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -16.0% | +1.3% | -17.3% | -15.5% |
| 30D | -77.7% | -3.6% | -74.1% | -78.1% |
| 3M | -77.2% | +8.1% | -85.3% | -75.9% |
| 6M | -95.2% | +11.5% | -106.7% | -94.8% |
| YTD | -98.0% | +15.6% | -113.5% | -97.8% |
| 1Y | -98.3% | +15.7% | -113.9% | -98.1% |
| 3Y | -99.9% | +86.9% | -186.8% | -99.8% |
| All | -99.9% | +89.8% | -189.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling