-98.3%
DFNS vs SIRI
+28.3%
-126.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +4.8% |
| 7D | -16.0% | +1.6% | -17.6% | -19.5% |
| 30D | -77.7% | -4.7% | -73.0% | -76.0% |
| 3M | -77.2% | +5.3% | -82.4% | -72.8% |
| 6M | -95.2% | +30.5% | -125.7% | -94.5% |
| YTD | -98.0% | +49.6% | -147.6% | -97.8% |
| 1Y | -98.3% | +28.5% | -126.8% | -98.0% |
| All | -98.3% | +28.3% | -126.6% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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