-6.1%
F vs DFNS
-99.7%
+93.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.2% |
| 7D | -3.1% | -6.0% | +2.9% | -3.1% |
| 30D | 0.0% | -71.2% | +71.2% | +1.7% |
| 3M | -13.2% | -94.5% | +81.3% | -9.9% |
| 6M | -10.2% | -96.5% | +86.3% | -0.7% |
| YTD | -4.9% | -99.6% | +94.7% | +18.4% |
| 1Y | -6.1% | -99.7% | +93.6% | +17.5% |
| All | -6.1% | -99.7% | +93.6% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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