-100.0%
DFNS vs Z
-55.4%
-44.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.4% | -9.8% | -12.3% |
| 7D | -44.0% | -4.6% | -39.5% | -43.9% |
| 30D | -69.1% | +8.3% | -77.4% | -69.0% |
| 3M | -95.6% | -11.6% | -84.0% | -95.6% |
| 6M | -96.2% | -33.6% | -62.5% | -96.4% |
| YTD | -99.6% | -56.7% | -42.9% | -99.7% |
| 1Y | -99.7% | -59.1% | -40.6% | -99.8% |
| 3Y | -100.0% | -20.4% | -79.6% | -100.0% |
| All | -100.0% | -55.4% | -44.6% | -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