-100.0%
DFNS vs USFR
+14.3%
-114.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -42.8% | +0.1% | -42.9% | -41.0% |
| 30D | -67.6% | +0.4% | -67.9% | -61.2% |
| 3M | -94.9% | +1.1% | -95.9% | -91.2% |
| 6M | -96.7% | +2.0% | -98.7% | -91.2% |
| YTD | -99.6% | +3.4% | -103.0% | -98.0% |
| 1Y | -99.7% | +4.1% | -103.8% | -98.2% |
| 3Y | -100.0% | +14.3% | -114.3% | -99.5% |
| All | -100.0% | +14.3% | -114.3% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling