-99.9%
DFNS vs USFR
+20.4%
-120.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.7% |
| 7D | -16.0% | +0.1% | -16.1% | -15.6% |
| 30D | -77.7% | +0.3% | -78.0% | -77.2% |
| 3M | -77.2% | +1.0% | -78.2% | -75.4% |
| 6M | -95.2% | +1.9% | -97.1% | -94.5% |
| YTD | -98.0% | +2.6% | -100.6% | -97.6% |
| 1Y | -98.3% | +4.0% | -102.3% | -97.9% |
| 3Y | -99.9% | +14.1% | -114.0% | -99.8% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling