+4.6%
F vs DFNS
-96.4%
+101.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.2% | +11.5% | -0.6% |
| 7D | +1.6% | -44.0% | +45.6% | +2.2% |
| 30D | +2.6% | -69.1% | +71.8% | +4.0% |
| 3M | -8.8% | -95.6% | +86.8% | -5.8% |
| 6M | +4.6% | -96.2% | +100.8% | +43.9% |
| All | +4.6% | -96.4% | +101.0% | +43.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling