-100.0%
DFNS vs RF
+46.7%
-146.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -1.8% |
| 7D | -42.8% | -0.1% | -42.7% | -42.9% |
| 30D | -67.6% | +7.0% | -74.6% | -66.2% |
| 3M | -94.9% | -7.0% | -87.8% | -95.1% |
| 6M | -96.7% | +6.8% | -103.5% | -96.6% |
| YTD | -99.6% | +9.9% | -109.5% | -99.6% |
| 1Y | -99.7% | +21.1% | -120.9% | -99.7% |
| 3Y | -100.0% | +119.6% | -219.6% | -100.0% |
| 5Y | -100.0% | +46.2% | -146.2% | -100.0% |
| All | -100.0% | +46.7% | -146.7% | -100.0% |
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