-100.0%
DFNS vs SU
+132.3%
-232.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -4.5% |
| 7D | -6.0% | +1.7% | -7.7% | -4.4% |
| 30D | -71.2% | -7.9% | -63.3% | -74.1% |
| 3M | -94.5% | +7.5% | -102.1% | -94.0% |
| 6M | -96.5% | +7.2% | -103.8% | -96.1% |
| YTD | -99.6% | +60.9% | -160.5% | -99.3% |
| 1Y | -99.7% | +63.6% | -163.3% | -99.4% |
| 3Y | -100.0% | +128.9% | -228.8% | -99.9% |
| All | -100.0% | +132.3% | -232.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling