-99.9%
DFNS vs SU
+341.5%
-441.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.5% |
| 7D | -3.3% | +1.7% | -5.0% | -2.5% |
| 30D | -73.1% | +9.6% | -82.7% | -71.8% |
| 3M | -71.4% | +11.7% | -83.1% | -69.4% |
| 6M | -93.8% | +21.9% | -115.8% | -93.1% |
| YTD | -98.0% | +58.6% | -156.7% | -97.5% |
| 1Y | -98.2% | +66.5% | -164.7% | -97.7% |
| 3Y | -99.9% | +121.4% | -221.3% | -99.8% |
| 5Y | -99.9% | +355.7% | -455.6% | -99.8% |
| All | -99.9% | +341.5% | -441.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling