-95.4%
DFNS vs SPXU
-8.8%
-86.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -3.9% | +16.6% | +8.0% |
| 7D | -13.0% | +1.5% | -14.5% | -7.5% |
| 30D | -56.9% | +6.4% | -63.2% | -50.7% |
| 3M | -93.2% | +4.2% | -97.5% | -92.2% |
| 6M | -95.4% | -7.8% | -87.7% | -95.2% |
| All | -95.4% | -8.8% | -86.6% | -95.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling