-99.9%
DFNS vs SRE
+62.0%
-161.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +0.7% |
| 7D | -3.3% | -0.7% | -2.7% | -3.8% |
| 30D | -73.1% | -1.7% | -71.4% | -73.1% |
| 3M | -71.4% | -7.1% | -64.3% | -72.4% |
| 6M | -93.8% | -8.4% | -85.5% | -94.1% |
| YTD | -98.0% | -3.5% | -94.5% | -98.1% |
| 1Y | -98.2% | +5.4% | -103.6% | -98.1% |
| 3Y | -99.9% | +29.5% | -129.4% | -99.9% |
| 5Y | -99.9% | +48.3% | -148.2% | -99.9% |
| All | -99.9% | +62.0% | -161.9% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling