-99.9%
DFNS vs TEVA
+204.3%
-304.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.6% | -6.8% |
| 7D | -6.3% | +2.0% | -8.4% | -10.5% |
| 30D | -74.0% | +1.0% | -74.9% | -74.6% |
| 3M | -70.1% | +7.3% | -77.5% | -70.5% |
| 6M | -93.9% | +21.7% | -115.6% | -95.8% |
| YTD | -98.1% | +18.8% | -116.9% | -98.7% |
| 1Y | -98.3% | +86.5% | -184.8% | -99.6% |
| 3Y | -99.9% | +269.4% | -369.3% | -100.0% |
| 5Y | -99.9% | +303.6% | -403.5% | -100.0% |
| All | -99.9% | +204.3% | -304.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 10y: compounded portfolio wealth divided by compounded TEVA 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…
10y analysis · Full analysis span regression · 6 months rolling