-99.9%
DFNS vs SPXU
-86.0%
-13.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | +0.8% | -1.5% | +2.3% | +0.9% |
| 30D | -73.2% | +3.7% | -77.0% | -73.4% |
| 3M | -72.4% | -9.6% | -62.9% | -72.2% |
| 6M | -95.2% | -32.4% | -62.9% | -95.0% |
| YTD | -98.0% | -28.7% | -69.3% | -97.9% |
| 1Y | -98.3% | -38.2% | -60.0% | -98.2% |
| 3Y | -99.9% | -80.4% | -19.4% | -99.9% |
| 5Y | -99.9% | -86.0% | -13.8% | -99.9% |
| All | -99.9% | -86.0% | -13.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling