-94.1%
DFNS vs Z
-13.2%
-80.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -5.5% | +18.3% | +12.5% |
| 7D | -37.0% | -6.5% | -30.5% | -35.8% |
| 30D | -63.4% | -0.1% | -63.3% | -62.1% |
| 3M | -94.1% | -14.1% | -79.9% | -94.3% |
| All | -94.1% | -13.2% | -80.8% | -94.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling