-99.9%
DFNS vs SUI
+6.0%
-105.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.5% |
| 7D | -16.0% | -2.8% | -13.2% | -16.3% |
| 30D | -77.7% | -1.2% | -76.5% | -77.7% |
| 3M | -77.2% | -1.7% | -75.4% | -77.1% |
| 6M | -95.2% | -10.5% | -84.7% | -95.3% |
| YTD | -98.0% | -1.8% | -96.1% | -98.0% |
| 1Y | -98.3% | -4.1% | -94.2% | -98.3% |
| 3Y | -99.9% | +11.3% | -111.1% | -99.9% |
| 5Y | -99.9% | -32.1% | -67.8% | -99.9% |
| All | -99.9% | +6.0% | -105.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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