-2.5%
FIG vs DFNS
-96.4%
+93.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -12.2% | +14.2% | +2.3% |
| 7D | -13.1% | -44.0% | +30.9% | -12.1% |
| 30D | -13.0% | -69.1% | +56.1% | -11.1% |
| 3M | -21.5% | -95.6% | +74.1% | -17.4% |
| 6M | -2.5% | -96.2% | +93.7% | +9.1% |
| All | -2.5% | -96.4% | +93.9% | +9.1% |
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