-83.2%
FIG vs DFNS
-99.8%
+16.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +3.2% |
| 7D | -12.6% | -42.8% | +30.2% | -11.3% |
| 30D | -13.8% | -67.6% | +53.8% | -11.2% |
| 3M | -16.7% | -94.9% | +78.2% | -10.5% |
| 6M | -6.1% | -96.7% | +90.6% | -2.8% |
| YTD | -48.1% | -99.6% | +51.5% | -41.8% |
| 1Y | -56.2% | -99.7% | +43.6% | -50.6% |
| All | -83.2% | -99.8% | +16.6% | -81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling