-51.7%
FIG vs DFNS
-99.6%
+47.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -18.3% | +23.6% | +5.8% |
| 7D | -4.7% | -27.7% | +23.0% | -3.8% |
| 30D | +0.5% | -58.0% | +58.5% | +2.8% |
| 3M | -18.4% | -94.0% | +75.6% | -12.4% |
| 6M | +10.9% | -94.6% | +105.5% | +24.7% |
| YTD | -40.8% | -99.4% | +58.7% | -17.4% |
| 1Y | -51.7% | -99.6% | +48.0% | -29.7% |
| All | -51.7% | -99.6% | +47.9% | -29.7% |
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