+155.9%
SPY vs DFNS
-99.9%
+255.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +0.1% | -16.0% | +16.1% | +0.1% |
| 30D | +0.1% | -77.7% | +77.7% | 0.0% |
| 3M | +2.0% | -77.2% | +79.2% | +2.1% |
| 6M | +13.0% | -95.2% | +108.2% | +13.0% |
| YTD | +13.5% | -98.0% | +111.5% | +13.4% |
| 1Y | +20.0% | -98.3% | +118.2% | +19.9% |
| 3Y | +77.2% | -99.9% | +177.1% | +75.9% |
| 5Y | +81.9% | -99.9% | +181.7% | +81.9% |
| All | +155.9% | -99.9% | +255.7% | +160.5% |
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 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