-98.3%
DFNS vs USAR
+29.1%
-127.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +0.8% | +2.3% | -1.5% | -0.1% |
| 30D | -73.2% | -8.6% | -64.6% | -72.2% |
| 3M | -72.4% | -20.5% | -52.0% | -71.7% |
| 6M | -95.2% | +1.2% | -96.4% | -95.4% |
| YTD | -98.0% | +48.4% | -146.4% | -98.3% |
| 1Y | -98.3% | +30.6% | -128.9% | -98.1% |
| All | -98.3% | +29.1% | -127.3% | -98.1% |
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