-99.9%
DFNS vs USFD
+388.9%
-488.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.5% |
| 7D | -16.0% | -3.0% | -13.0% | -16.3% |
| 30D | -77.7% | +3.5% | -81.2% | -77.6% |
| 3M | -77.2% | +26.6% | -103.8% | -76.2% |
| 6M | -95.2% | +11.7% | -106.9% | -95.1% |
| YTD | -98.0% | +38.1% | -136.1% | -97.8% |
| 1Y | -98.3% | +33.4% | -131.6% | -98.2% |
| 3Y | -99.9% | +155.8% | -255.7% | -99.9% |
| 5Y | -99.9% | +214.0% | -313.9% | -99.8% |
| All | -99.9% | +388.9% | -488.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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