+38.3%
SPOT vs DFNS
-96.3%
+134.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -19.4% | +17.6% | -1.6% |
| 7D | -2.6% | -12.7% | +10.1% | -2.5% |
| 30D | +13.5% | -65.2% | +78.7% | +14.3% |
| 3M | +22.2% | -94.6% | +116.8% | +24.9% |
| 6M | +38.3% | -96.2% | +134.5% | +24.6% |
| All | +38.3% | -96.3% | +134.6% | +24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling