-99.7%
DFNS vs SRE
-11.2%
-88.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -4.4% |
| 7D | -6.0% | +1.8% | -7.7% | -3.0% |
| 30D | -71.2% | -3.0% | -68.2% | -72.7% |
| 3M | -94.5% | -7.3% | -87.3% | -95.1% |
| 6M | -96.5% | -11.9% | -84.7% | -97.3% |
| YTD | -99.6% | -7.9% | -91.8% | -99.7% |
| 1Y | -99.7% | -11.1% | -88.5% | -99.8% |
| All | -99.7% | -11.2% | -88.5% | -99.8% |
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