-26.3%
SKHY vs DFNS
-89.8%
+63.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -19.6% | +6.3% | -13.3% |
| 7D | -23.6% | -37.4% | +13.9% | -23.5% |
| 30D | -32.1% | -65.8% | +33.7% | -32.1% |
| 3M | -18.0% | -95.0% | +77.0% | -18.5% |
| All | -26.3% | -89.8% | +63.6% | -25.6% |
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 · Available span rolling