+46.0%
F vs DFNS
-99.9%
+145.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.5% |
| 7D | +5.3% | -16.0% | +21.3% | +5.4% |
| 30D | +4.6% | -77.7% | +82.3% | +4.8% |
| 3M | -3.7% | -77.2% | +73.5% | -4.0% |
| 6M | +16.8% | -95.2% | +112.0% | +16.4% |
| YTD | +15.3% | -98.0% | +113.3% | +14.9% |
| 1Y | +31.0% | -98.3% | +129.3% | +30.5% |
| All | +46.0% | -99.9% | +145.9% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling