-99.9%
DFNS vs SRE
+62.1%
-162.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.1% |
| 7D | -16.0% | -0.3% | -15.7% | -16.0% |
| 30D | -77.7% | -0.7% | -77.0% | -77.5% |
| 3M | -77.2% | -6.3% | -70.9% | -77.9% |
| 6M | -95.2% | -10.7% | -84.5% | -95.4% |
| YTD | -98.0% | -3.5% | -94.5% | -98.0% |
| 1Y | -98.3% | +5.3% | -103.6% | -98.2% |
| 3Y | -99.9% | +31.8% | -131.7% | -99.9% |
| 5Y | -99.9% | +47.4% | -147.2% | -99.9% |
| All | -99.9% | +62.1% | -162.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling