-99.9%
DFNS vs SIRI
-24.2%
-75.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.7% |
| 7D | +4.6% | -3.9% | +8.5% | +4.5% |
| 30D | -73.9% | -0.8% | -73.0% | -73.9% |
| 3M | -71.7% | +4.3% | -76.0% | -71.4% |
| 6M | -94.6% | +34.1% | -128.6% | -94.0% |
| YTD | -98.1% | +47.3% | -145.4% | -97.8% |
| 1Y | -98.3% | +22.9% | -121.2% | -98.2% |
| All | -99.9% | -24.2% | -75.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling