-98.2%
DFNS vs S
+10.1%
-108.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.7% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -73.1% | -11.8% | -61.3% | -71.4% |
| 3M | -71.4% | +33.9% | -105.3% | -74.7% |
| 6M | -93.8% | +40.1% | -133.9% | -95.0% |
| YTD | -98.0% | +32.1% | -130.1% | -98.4% |
| 1Y | -98.2% | +11.0% | -109.2% | -98.3% |
| All | -98.2% | +10.1% | -108.2% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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