+112.6%
SPOT vs DFNS
-99.9%
+212.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.6% | -1.1% |
| 7D | -6.5% | +4.6% | -11.1% | -6.5% |
| 30D | +2.2% | -73.9% | +76.1% | +1.9% |
| 3M | +5.4% | -71.7% | +77.1% | +5.8% |
| 6M | -4.0% | -94.6% | +90.6% | -4.3% |
| YTD | -9.9% | -98.1% | +88.1% | -10.6% |
| 1Y | -27.3% | -98.3% | +71.0% | -27.7% |
| 3Y | +236.4% | -99.9% | +336.3% | +236.7% |
| 5Y | +112.6% | -99.9% | +212.5% | +118.0% |
| All | +112.6% | -99.9% | +212.5% | +118.0% |
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 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