-100.0%
DFNS vs USAR
-19.4%
-80.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.3% |
| 7D | -6.0% | -0.8% | -5.2% | -6.0% |
| 30D | -71.2% | -20.9% | -50.3% | -72.1% |
| 3M | -94.5% | -56.2% | -38.4% | -95.2% |
| 6M | -96.5% | -67.9% | -28.6% | -97.2% |
| YTD | -99.6% | -31.4% | -68.2% | -99.6% |
| 1Y | -99.7% | -45.1% | -54.6% | -99.7% |
| 3Y | -100.0% | -20.3% | -79.7% | -100.0% |
| All | -100.0% | -19.4% | -80.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling