-98.3%
DFNS vs SU
+67.3%
-165.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.7% |
| 7D | -6.3% | +2.2% | -8.6% | -4.6% |
| 30D | -74.0% | +8.4% | -82.4% | -72.0% |
| 3M | -70.1% | +12.1% | -82.2% | -68.6% |
| 6M | -93.9% | +19.7% | -113.6% | -93.8% |
| YTD | -98.1% | +58.4% | -156.5% | -98.2% |
| 1Y | -98.3% | +67.2% | -165.5% | -98.6% |
| All | -98.3% | +67.3% | -165.6% | -98.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling