-99.6%
DFNS vs VO
+16.3%
-115.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +0.9% | -19.2% | -21.4% |
| 7D | -27.7% | +1.0% | -28.6% | -30.9% |
| 30D | -58.0% | +2.6% | -60.6% | -62.4% |
| 3M | -94.0% | -0.3% | -93.7% | -93.9% |
| 6M | -94.6% | +7.6% | -102.2% | -95.6% |
| YTD | -99.4% | +14.7% | -114.2% | -99.6% |
| 1Y | -99.6% | +16.4% | -116.1% | -99.8% |
| All | -99.6% | +16.3% | -115.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling