-98.3%
DFNS vs Z
-58.8%
-39.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +2.8% |
| 7D | -16.0% | -3.0% | -13.0% | -13.0% |
| 30D | -77.7% | -4.2% | -73.5% | -78.0% |
| 3M | -77.2% | -3.7% | -73.5% | -79.1% |
| 6M | -95.2% | -24.5% | -70.7% | -95.0% |
| YTD | -98.0% | -49.3% | -48.7% | -97.5% |
| 1Y | -98.3% | -58.7% | -39.6% | -97.8% |
| All | -98.3% | -58.8% | -39.4% | -97.8% |
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