+42.7%
T vs DFNS
-100.0%
+142.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -12.2% | +11.4% | -0.9% |
| 7D | +1.0% | -44.0% | +45.0% | +0.9% |
| 30D | -10.6% | -69.1% | +58.5% | -10.8% |
| 3M | -7.7% | -95.6% | +87.9% | -8.2% |
| 6M | -13.3% | -96.2% | +82.9% | -13.4% |
| YTD | -8.8% | -99.6% | +90.8% | -9.2% |
| 1Y | -8.4% | -99.7% | +91.3% | -8.8% |
| 3Y | +59.6% | -100.0% | +159.6% | +61.1% |
| 5Y | +52.1% | -100.0% | +152.1% | +50.5% |
| All | +42.7% | -100.0% | +142.6% | +41.9% |
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 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