-99.9%
DFNS vs SMR
-3.5%
-96.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -16.0% | +4.4% | -20.4% | -16.5% |
| 30D | -77.7% | +3.4% | -81.1% | -77.7% |
| 3M | -77.2% | -19.2% | -58.0% | -76.7% |
| 6M | -95.2% | -22.6% | -72.5% | -95.1% |
| YTD | -98.0% | -31.5% | -66.4% | -97.9% |
| 1Y | -98.3% | -73.1% | -25.2% | -98.1% |
| 3Y | -99.9% | +55.0% | -154.8% | -99.9% |
| All | -99.9% | -3.5% | -96.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling