-0.3%
SPOT vs DFNS
-99.6%
+99.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -18.3% | +22.9% | +4.8% |
| 7D | +16.6% | -27.7% | +44.2% | +16.9% |
| 30D | +29.9% | -58.0% | +87.9% | +30.9% |
| 3M | +31.3% | -94.0% | +125.2% | +34.7% |
| 6M | +43.2% | -94.6% | +137.8% | +39.7% |
| YTD | +8.1% | -99.4% | +107.5% | +1.5% |
| 1Y | -0.3% | -99.6% | +99.3% | -8.0% |
| All | -0.3% | -99.6% | +99.3% | -8.0% |
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