-98.3%
DFNS vs USAR
+27.9%
-126.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | -16.0% | -2.1% | -13.9% | -15.4% |
| 30D | -77.7% | +2.6% | -80.3% | -77.8% |
| 3M | -77.2% | -35.0% | -42.2% | -75.6% |
| 6M | -95.2% | -6.9% | -88.3% | -95.3% |
| YTD | -98.0% | +48.0% | -146.0% | -98.3% |
| 1Y | -98.3% | +24.8% | -123.1% | -98.2% |
| All | -98.3% | +27.9% | -126.2% | -98.2% |
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