-98.3%
DFNS vs TEVA
+89.1%
-187.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.6% | -5.2% |
| 7D | -6.3% | +2.0% | -8.4% | -9.0% |
| 30D | -74.0% | +1.0% | -74.9% | -74.3% |
| 3M | -70.1% | +7.3% | -77.5% | -72.2% |
| 6M | -93.9% | +21.7% | -115.6% | -94.6% |
| YTD | -98.1% | +18.8% | -116.9% | -98.3% |
| 1Y | -98.3% | +86.5% | -184.8% | -98.7% |
| All | -98.3% | +89.1% | -187.4% | -98.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling