-99.9%
DFNS vs SO
+105.8%
-205.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.6% |
| 7D | +0.8% | +1.0% | -0.2% | +1.0% |
| 30D | -73.2% | -3.2% | -70.0% | -73.3% |
| 3M | -72.4% | -1.7% | -70.7% | -73.0% |
| 6M | -95.2% | -7.2% | -88.0% | -95.2% |
| YTD | -98.0% | +4.6% | -102.5% | -98.0% |
| 1Y | -98.3% | +1.2% | -99.5% | -98.3% |
| 3Y | -99.9% | +45.3% | -145.1% | -99.9% |
| 5Y | -99.9% | +58.7% | -158.6% | -99.9% |
| All | -99.9% | +105.8% | -205.6% | -99.9% |
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