-99.9%
DFNS vs SMR
+88.2%
-188.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +15.3% | -16.0% | -3.0% |
| 7D | +0.8% | +21.4% | -20.6% | -2.2% |
| 30D | -73.2% | +13.8% | -87.1% | -73.7% |
| 3M | -72.4% | +3.9% | -76.4% | -72.7% |
| 6M | -95.2% | -4.2% | -91.0% | -95.3% |
| YTD | -98.0% | -21.1% | -76.9% | -98.0% |
| 1Y | -98.3% | -67.1% | -31.2% | -98.2% |
| 3Y | -99.9% | +88.9% | -188.7% | -99.9% |
| All | -99.9% | +88.2% | -188.1% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling