-95.4%
DFNS vs RUN
-37.7%
-57.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.1% | +8.6% | +11.1% |
| 7D | -13.0% | +3.2% | -16.2% | -16.9% |
| 30D | -56.9% | +19.5% | -76.4% | -63.0% |
| 3M | -93.2% | -9.6% | -83.6% | -92.5% |
| 6M | -95.4% | -37.3% | -58.1% | -93.0% |
| All | -95.4% | -37.7% | -57.8% | -93.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling