-57.3%
FIG vs DFNS
-98.2%
+40.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -5.7% |
| 7D | -16.4% | +0.8% | -17.2% | -16.4% |
| 30D | -2.3% | -73.2% | +70.9% | +1.0% |
| 3M | +7.8% | -72.4% | +80.3% | +8.4% |
| 6M | -21.8% | -95.2% | +73.4% | -7.1% |
| YTD | -39.1% | -98.0% | +58.9% | -22.8% |
| All | -57.3% | -98.2% | +40.9% | -40.7% |
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