+77.7%
SPY vs DFNS
-100.0%
+177.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.4% |
| 7D | +2.6% | -6.0% | +8.6% | +2.6% |
| 30D | -2.0% | -71.2% | +69.2% | -2.0% |
| 3M | -2.8% | -94.5% | +91.7% | -2.9% |
| 6M | +2.1% | -96.5% | +98.7% | +2.2% |
| YTD | +11.5% | -99.6% | +111.1% | +11.3% |
| 1Y | +13.5% | -99.7% | +113.2% | +13.3% |
| 3Y | +77.7% | -100.0% | +177.7% | +77.5% |
| All | +77.7% | -100.0% | +177.7% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling