+120.1%
SPOT vs DFNS
-100.0%
+220.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.5% | +7.9% | +2.3% |
| 7D | +1.6% | -6.0% | +7.6% | +1.6% |
| 30D | +16.9% | -71.2% | +88.1% | +16.6% |
| 3M | +23.0% | -94.5% | +117.5% | +22.1% |
| 6M | +42.2% | -96.5% | +138.7% | +41.9% |
| YTD | +5.5% | -99.6% | +105.1% | +4.3% |
| 1Y | -5.1% | -99.7% | +94.6% | -6.2% |
| 3Y | +257.9% | -100.0% | +357.9% | +255.8% |
| All | +120.1% | -100.0% | +220.0% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling