-17.3%
META vs DFNS
-98.3%
+81.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | +6.7% | -16.0% | +22.7% | +6.8% |
| 30D | +4.8% | -77.7% | +82.5% | +5.3% |
| 3M | -1.6% | -77.2% | +75.6% | +2.6% |
| 6M | -7.5% | -95.2% | +87.7% | +2.1% |
| YTD | -6.4% | -98.0% | +91.6% | +6.6% |
| 1Y | -17.3% | -98.3% | +80.9% | -5.5% |
| All | -17.3% | -98.3% | +81.0% | -5.5% |
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