-8.0%
T vs DFNS
-99.7%
+91.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +0.8% |
| 7D | +1.7% | -42.8% | +44.5% | +1.6% |
| 30D | -1.7% | -67.6% | +65.8% | -1.9% |
| 3M | -7.3% | -94.9% | +87.5% | -7.8% |
| 6M | -11.2% | -96.7% | +85.5% | -14.1% |
| YTD | -8.1% | -99.6% | +91.6% | -11.4% |
| All | -8.0% | -99.7% | +91.7% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling