+29.9%
SPGI vs DFNS
-100.0%
+129.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.1% |
| 7D | +1.2% | -6.0% | +7.2% | +1.2% |
| 30D | +15.9% | -71.2% | +87.1% | +15.8% |
| 3M | +12.3% | -94.5% | +106.8% | +12.0% |
| 6M | +23.7% | -96.5% | +120.2% | +23.6% |
| YTD | -3.5% | -99.6% | +96.1% | -3.9% |
| 1Y | +0.4% | -99.7% | +100.1% | 0.0% |
| 3Y | +29.9% | -100.0% | +129.9% | +28.3% |
| All | +29.9% | -100.0% | +129.9% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling