-99.9%
DFNS vs Z
-46.8%
-53.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.5% |
| 7D | -16.0% | -3.0% | -13.0% | -16.1% |
| 30D | -77.7% | -4.2% | -73.5% | -77.7% |
| 3M | -77.2% | -3.7% | -73.5% | -77.5% |
| 6M | -95.2% | -24.5% | -70.7% | -95.4% |
| YTD | -98.0% | -49.3% | -48.7% | -98.2% |
| 1Y | -98.3% | -58.7% | -39.6% | -98.5% |
| 3Y | -99.9% | -34.1% | -65.7% | -99.9% |
| 5Y | -99.9% | -64.5% | -35.3% | -99.9% |
| All | -99.9% | -46.8% | -53.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling