-55.8%
FIG vs DFNS
-98.3%
+42.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.4% |
| 7D | -16.3% | -16.0% | -0.3% | -15.9% |
| 30D | -14.3% | -77.7% | +63.4% | -10.9% |
| 3M | +7.2% | -77.2% | +84.3% | +10.4% |
| 6M | -18.6% | -95.2% | +76.6% | -3.2% |
| YTD | -35.5% | -98.0% | +62.5% | -18.1% |
| 1Y | -55.8% | -98.3% | +42.5% | -42.6% |
| All | -55.8% | -98.3% | +42.5% | -42.6% |
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