-98.3%
DFNS vs SMR
-76.3%
-22.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -16.0% | +4.4% | -20.4% | -18.5% |
| 30D | -77.7% | +3.4% | -81.1% | -78.0% |
| 3M | -77.2% | -19.2% | -58.0% | -74.5% |
| 6M | -95.2% | -22.6% | -72.5% | -94.8% |
| YTD | -98.0% | -31.5% | -66.4% | -97.8% |
| 1Y | -98.3% | -73.1% | -25.2% | -96.3% |
| All | -98.3% | -76.3% | -22.0% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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