-99.9%
DFNS vs TEVA
+202.3%
-302.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.9% | -5.1% |
| 7D | +4.6% | -1.7% | +6.4% | +7.7% |
| 30D | -73.9% | +2.0% | -75.8% | -75.0% |
| 3M | -71.7% | +7.0% | -78.7% | -72.0% |
| 6M | -94.6% | +17.0% | -111.6% | -95.9% |
| YTD | -98.1% | +18.1% | -116.1% | -98.7% |
| 1Y | -98.3% | +87.2% | -185.5% | -99.6% |
| 3Y | -99.9% | +283.1% | -382.9% | -100.0% |
| 5Y | -99.9% | +298.4% | -398.2% | -100.0% |
| All | -99.9% | +202.3% | -302.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling