+150.7%
SPY vs DFNS
-100.0%
+250.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.4% |
| 7D | +0.1% | -42.8% | +42.9% | +0.1% |
| 30D | -3.3% | -67.6% | +64.2% | -3.4% |
| 3M | -2.4% | -94.9% | +92.4% | -2.5% |
| 6M | +2.6% | -96.7% | +99.3% | +2.6% |
| YTD | +11.2% | -99.6% | +110.9% | +11.1% |
| 1Y | +13.4% | -99.7% | +113.1% | +13.2% |
| 3Y | +79.9% | -100.0% | +179.9% | +78.5% |
| 5Y | +72.2% | -100.0% | +172.2% | +72.1% |
| All | +150.7% | -100.0% | +250.6% | +155.1% |
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