+87.3%
SPOT vs DFNS
-99.9%
+187.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.2% |
| 7D | -0.9% | -16.0% | +15.1% | -1.0% |
| 30D | +12.5% | -77.7% | +90.2% | +12.1% |
| 3M | +9.9% | -77.2% | +87.1% | +10.2% |
| 6M | +1.6% | -95.2% | +96.7% | +1.2% |
| YTD | -6.6% | -98.0% | +91.4% | -7.3% |
| 1Y | -22.9% | -98.3% | +75.3% | -23.4% |
| 3Y | +244.3% | -99.9% | +344.1% | +242.6% |
| 5Y | +117.8% | -99.9% | +217.7% | +123.2% |
| All | +87.3% | -99.9% | +187.1% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling