-100.0%
DFNS vs SO
+116.4%
-216.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -2.8% |
| 7D | -42.8% | -1.1% | -41.7% | -42.9% |
| 30D | -67.6% | +8.6% | -76.1% | -67.2% |
| 3M | -94.9% | +1.8% | -96.6% | -94.8% |
| 6M | -96.7% | +3.6% | -100.4% | -96.8% |
| YTD | -99.6% | +9.9% | -109.6% | -99.6% |
| 1Y | -99.7% | +5.7% | -105.4% | -99.7% |
| 3Y | -100.0% | +52.5% | -152.5% | -100.0% |
| 5Y | -100.0% | +77.3% | -177.3% | -100.0% |
| All | -100.0% | +116.4% | -216.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling