-99.9%
DFNS vs SRE
+28.3%
-128.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -3.6% |
| 7D | -6.3% | -0.8% | -5.5% | -7.4% |
| 30D | -74.0% | -3.0% | -71.0% | -74.4% |
| 3M | -70.1% | -8.3% | -61.8% | -72.9% |
| 6M | -93.9% | -8.9% | -85.0% | -94.5% |
| YTD | -98.1% | -4.3% | -93.8% | -98.2% |
| 1Y | -98.3% | +2.7% | -101.0% | -98.2% |
| 3Y | -99.9% | +28.7% | -128.5% | -99.9% |
| All | -99.9% | +28.3% | -128.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling