-100.0%
DFNS vs S
-71.1%
-28.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.5% |
| 7D | -6.0% | +2.0% | -7.9% | -5.9% |
| 30D | -71.2% | -2.7% | -68.5% | -71.2% |
| 3M | -94.5% | -6.9% | -87.6% | -94.5% |
| 6M | -96.5% | +38.1% | -134.6% | -96.5% |
| YTD | -99.6% | +48.0% | -147.6% | -99.6% |
| 1Y | -99.7% | +34.5% | -134.2% | -99.7% |
| 3Y | -100.0% | +38.3% | -138.3% | -100.0% |
| All | -100.0% | -71.1% | -28.9% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling