-99.9%
DFNS vs Z
-50.2%
-49.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.7% | -0.9% |
| 7D | +0.8% | -3.3% | +4.1% | +0.7% |
| 30D | -73.2% | -3.7% | -69.5% | -73.2% |
| 3M | -72.4% | -7.0% | -65.5% | -72.8% |
| 6M | -95.2% | -29.5% | -65.7% | -95.4% |
| YTD | -98.0% | -52.6% | -45.4% | -98.2% |
| 1Y | -98.3% | -64.0% | -34.3% | -98.5% |
| 3Y | -99.9% | -36.4% | -63.4% | -99.9% |
| 5Y | -99.9% | -65.8% | -34.1% | -99.9% |
| All | -99.9% | -50.2% | -49.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling