-95.8%
DFNS vs SUNB
-4.1%
-91.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -1.1% |
| 7D | +0.8% | +3.4% | -2.6% | -0.4% |
| 30D | -73.2% | -14.5% | -58.7% | -71.8% |
| 3M | -72.4% | -13.8% | -58.6% | -71.6% |
| 6M | -95.2% | -5.9% | -89.3% | -95.3% |
| All | -95.8% | -4.1% | -91.7% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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