-99.6%
DFNS vs SRE
-7.5%
-92.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -2.9% | -15.5% | -23.3% |
| 7D | -27.7% | -2.1% | -25.6% | -30.8% |
| 30D | -58.0% | +6.1% | -64.0% | -53.0% |
| 3M | -94.0% | -3.5% | -90.5% | -94.3% |
| 6M | -94.6% | -10.8% | -83.8% | -95.5% |
| YTD | -99.4% | -4.0% | -95.5% | -99.5% |
| 1Y | -99.6% | -7.7% | -92.0% | -99.7% |
| All | -99.6% | -7.5% | -92.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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