-98.3%
DFNS vs SPXU
-37.3%
-61.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -2.9% |
| 7D | +4.6% | +1.3% | +3.4% | +6.7% |
| 30D | -73.9% | +5.1% | -79.0% | -71.7% |
| 3M | -71.7% | -9.1% | -62.6% | -74.0% |
| 6M | -94.6% | -29.6% | -65.0% | -95.8% |
| YTD | -98.1% | -27.7% | -70.4% | -98.4% |
| 1Y | -98.3% | -37.0% | -61.3% | -99.1% |
| All | -98.3% | -37.3% | -61.0% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling