-100.0%
DFNS vs SPXU
-95.6%
-4.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +1.1% | -20.4% | -19.4% |
| 7D | -12.7% | -9.4% | -3.3% | -12.3% |
| 30D | -65.2% | +7.4% | -72.7% | -65.4% |
| 3M | -94.6% | +6.2% | -100.7% | -94.6% |
| 6M | -96.2% | -7.2% | -89.0% | -96.2% |
| YTD | -99.6% | -26.8% | -72.8% | -99.6% |
| 1Y | -99.7% | -26.3% | -73.4% | -99.7% |
| 3Y | -100.0% | -80.6% | -19.4% | -100.0% |
| 5Y | -100.0% | -83.6% | -16.4% | -100.0% |
| All | -100.0% | -95.6% | -4.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling