-99.6%
DFNS vs USAR
-49.3%
-50.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -5.9% | -12.5% | -16.4% |
| 7D | -27.7% | -21.8% | -5.9% | -21.7% |
| 30D | -58.0% | -39.9% | -18.0% | -50.7% |
| 3M | -94.0% | -52.5% | -41.4% | -92.4% |
| 6M | -94.6% | -67.9% | -26.6% | -92.9% |
| YTD | -99.4% | -31.1% | -68.3% | -99.4% |
| 1Y | -99.6% | -49.8% | -49.8% | -99.6% |
| All | -99.6% | -49.3% | -50.4% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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