-98.3%
DFNS vs Z
-63.3%
-35.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.7% | +5.9% |
| 7D | +0.8% | -3.3% | +4.1% | +3.5% |
| 30D | -73.2% | -3.7% | -69.5% | -74.1% |
| 3M | -72.4% | -7.0% | -65.5% | -73.7% |
| 6M | -95.2% | -29.5% | -65.7% | -94.7% |
| YTD | -98.0% | -52.6% | -45.4% | -97.3% |
| 1Y | -98.3% | -64.0% | -34.3% | -97.6% |
| All | -98.3% | -63.3% | -35.0% | -97.6% |
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