-99.7%
DFNS vs TRU
+0.8%
-100.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.6% |
| 7D | -6.0% | 0.0% | -6.0% | -6.0% |
| 30D | -71.2% | +21.3% | -92.5% | -76.1% |
| 3M | -94.5% | +0.2% | -94.8% | -94.6% |
| 6M | -96.5% | +22.4% | -118.9% | -97.0% |
| YTD | -99.6% | -4.8% | -94.8% | -99.6% |
| 1Y | -99.7% | -0.2% | -99.5% | -99.7% |
| All | -99.7% | +0.8% | -100.5% | -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