-95.2%
DFNS vs SRE
-11.4%
-83.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | -1.5% |
| 7D | -16.0% | -0.3% | -15.7% | -16.8% |
| 30D | -77.7% | -0.7% | -77.0% | -77.0% |
| 3M | -77.2% | -6.3% | -70.9% | -83.5% |
| 6M | -95.2% | -10.7% | -84.5% | -96.8% |
| All | -95.2% | -11.4% | -83.8% | -96.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling