-93.2%
DFNS vs S
+7.0%
-100.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.5% | +11.2% | +12.3% |
| 7D | -13.0% | +1.2% | -14.2% | -12.9% |
| 30D | -56.9% | -7.3% | -49.5% | -55.8% |
| 3M | -93.2% | +5.9% | -99.1% | -93.3% |
| All | -93.2% | +7.0% | -100.2% | -93.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling