-99.6%
DFNS vs RUN
-53.7%
-45.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.3% | -19.6% | -18.8% |
| 7D | -27.7% | +18.5% | -46.1% | -32.6% |
| 30D | -58.0% | +15.5% | -73.5% | -60.5% |
| 3M | -94.0% | -20.3% | -73.7% | -93.5% |
| 6M | -94.6% | -30.8% | -63.8% | -93.7% |
| YTD | -99.4% | -52.2% | -47.2% | -99.3% |
| 1Y | -99.6% | -53.9% | -45.8% | -99.6% |
| All | -99.6% | -53.7% | -45.9% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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