-99.9%
DFNS vs SO
+103.7%
-203.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.5% |
| 7D | -16.0% | -0.2% | -15.8% | -16.0% |
| 30D | -77.7% | -4.6% | -73.1% | -77.8% |
| 3M | -77.2% | -3.0% | -74.1% | -77.6% |
| 6M | -95.2% | -8.3% | -86.9% | -95.2% |
| YTD | -98.0% | +3.5% | -101.5% | -98.0% |
| 1Y | -98.3% | -0.9% | -97.3% | -98.3% |
| 3Y | -99.9% | +45.4% | -145.2% | -99.9% |
| 5Y | -99.9% | +59.6% | -159.5% | -99.9% |
| All | -99.9% | +103.7% | -203.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling