-99.9%
DFNS vs USFR
+20.4%
-120.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +4.6% | +0.1% | +4.6% | +5.1% |
| 30D | -73.9% | +0.3% | -74.2% | -73.3% |
| 3M | -71.7% | +1.0% | -72.7% | -69.5% |
| 6M | -94.6% | +1.9% | -96.5% | -93.9% |
| YTD | -98.1% | +2.7% | -100.7% | -97.7% |
| 1Y | -98.3% | +4.0% | -102.3% | -97.9% |
| 3Y | -99.9% | +14.0% | -113.9% | -99.9% |
| 5Y | -99.9% | +20.4% | -120.3% | -99.8% |
| All | -99.9% | +20.4% | -120.3% | -99.8% |
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