-100.0%
DFNS vs Z
-53.4%
-46.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.5% | -9.0% | -5.5% |
| 7D | -6.0% | +0.8% | -6.8% | -6.0% |
| 30D | -71.2% | +5.2% | -76.4% | -71.1% |
| 3M | -94.5% | -17.0% | -77.5% | -94.5% |
| 6M | -96.5% | -22.7% | -73.9% | -96.6% |
| YTD | -99.6% | -56.3% | -43.3% | -99.7% |
| 1Y | -99.7% | -57.7% | -42.0% | -99.7% |
| 3Y | -100.0% | -16.5% | -83.4% | -100.0% |
| All | -100.0% | -53.4% | -46.5% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling