-99.9%
DFNS vs TRU
-1.9%
-98.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -1.5% |
| 7D | +0.8% | -7.2% | +8.0% | -1.1% |
| 30D | -73.2% | -2.8% | -70.4% | -73.4% |
| 3M | -72.4% | +13.0% | -85.5% | -71.3% |
| 6M | -95.2% | +0.7% | -95.9% | -95.4% |
| YTD | -98.0% | -9.0% | -89.0% | -98.2% |
| 1Y | -98.3% | -16.3% | -81.9% | -98.5% |
| 3Y | -99.9% | -1.1% | -98.8% | -99.9% |
| All | -99.9% | -1.9% | -98.0% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling