-99.6%
DFNS vs Z
-54.2%
-45.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +9.4% | -27.8% | -26.7% |
| 7D | -27.7% | +10.2% | -37.8% | -36.0% |
| 30D | -58.0% | +23.7% | -81.6% | -67.9% |
| 3M | -94.0% | -6.6% | -87.4% | -94.1% |
| 6M | -94.6% | -23.0% | -71.6% | -94.5% |
| YTD | -99.4% | -50.3% | -49.1% | -99.2% |
| 1Y | -99.6% | -53.6% | -46.1% | -99.5% |
| All | -99.6% | -54.2% | -45.5% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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