-100.0%
DFNS vs USFR
+21.4%
-121.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.3% |
| 7D | -6.0% | +0.1% | -6.0% | -5.6% |
| 30D | -71.2% | +0.4% | -71.5% | -70.3% |
| 3M | -94.5% | +1.1% | -95.6% | -94.0% |
| 6M | -96.5% | +2.0% | -98.6% | -96.0% |
| YTD | -99.6% | +3.5% | -103.1% | -99.5% |
| 1Y | -99.7% | +4.1% | -103.8% | -99.6% |
| 3Y | -100.0% | +14.4% | -114.3% | -100.0% |
| 5Y | -100.0% | +21.4% | -121.4% | -100.0% |
| All | -100.0% | +21.4% | -121.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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