-99.9%
DFNS vs SU
+389.1%
-489.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.6% |
| 7D | -6.3% | +2.2% | -8.6% | -5.6% |
| 30D | -74.0% | +8.4% | -82.4% | -73.2% |
| 3M | -70.1% | +12.1% | -82.2% | -68.7% |
| 6M | -93.9% | +19.7% | -113.6% | -93.5% |
| YTD | -98.1% | +58.4% | -156.5% | -97.8% |
| 1Y | -98.3% | +67.2% | -165.5% | -98.0% |
| 3Y | -99.9% | +125.0% | -224.9% | -99.9% |
| 5Y | -99.9% | +355.1% | -454.9% | -99.8% |
| All | -99.9% | +389.1% | -489.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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