-99.9%
DFNS vs TRU
-36.4%
-63.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.8% |
| 7D | +4.6% | -6.5% | +11.1% | +3.5% |
| 30D | -73.9% | -2.5% | -71.4% | -74.0% |
| 3M | -71.7% | +10.4% | -82.1% | -71.1% |
| 6M | -94.6% | +1.6% | -96.2% | -94.6% |
| YTD | -98.1% | -9.7% | -88.4% | -98.2% |
| 1Y | -98.3% | -17.3% | -81.1% | -98.5% |
| 3Y | -99.9% | -1.8% | -98.1% | -99.9% |
| 5Y | -99.9% | -36.2% | -63.6% | -99.9% |
| All | -99.9% | -36.4% | -63.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling