-99.6%
DFNS vs TRU
+2.1%
-101.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.6% | -22.9% | -21.8% |
| 7D | -27.7% | +10.5% | -38.2% | -34.0% |
| 30D | -58.0% | +28.7% | -86.7% | -67.0% |
| 3M | -94.0% | +0.7% | -94.6% | -94.1% |
| 6M | -94.6% | +19.3% | -113.9% | -95.2% |
| YTD | -99.4% | -3.7% | -95.7% | -99.4% |
| 1Y | -99.6% | +3.4% | -103.1% | -99.7% |
| All | -99.6% | +2.1% | -101.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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