-99.9%
DFNS vs SU
+382.4%
-482.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.5% |
| 7D | +0.8% | -1.0% | +1.8% | +0.5% |
| 30D | -73.2% | +13.7% | -86.9% | -72.0% |
| 3M | -72.4% | +8.0% | -80.5% | -71.5% |
| 6M | -95.2% | +21.0% | -116.2% | -94.9% |
| YTD | -98.0% | +56.2% | -154.2% | -97.7% |
| 1Y | -98.3% | +72.2% | -170.5% | -97.9% |
| 3Y | -99.9% | +118.1% | -218.0% | -99.8% |
| 5Y | -99.9% | +350.3% | -450.2% | -99.8% |
| All | -99.9% | +382.4% | -482.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling