-99.9%
DFNS vs TRU
-7.1%
-92.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | -0.3% |
| 7D | -16.0% | -6.8% | -9.2% | -17.0% |
| 30D | -77.7% | 0.0% | -77.7% | -77.7% |
| 3M | -77.2% | +13.3% | -90.5% | -76.7% |
| 6M | -95.2% | +3.4% | -98.6% | -95.2% |
| YTD | -98.0% | -6.4% | -91.6% | -98.1% |
| 1Y | -98.3% | -9.7% | -88.6% | -98.4% |
| 3Y | -99.9% | +0.1% | -100.0% | -99.9% |
| 5Y | -99.9% | -34.0% | -65.8% | -99.9% |
| All | -99.9% | -7.1% | -92.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling