+67.5%
T vs DFNS
-99.9%
+167.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | -1.3% | -16.0% | +14.7% | -1.3% |
| 30D | +11.4% | -77.7% | +89.1% | +11.1% |
| 3M | +14.3% | -77.2% | +91.5% | +14.5% |
| 6M | -9.3% | -95.2% | +85.9% | -9.3% |
| YTD | +7.1% | -98.0% | +105.1% | +6.9% |
| 1Y | -9.1% | -98.3% | +89.2% | -9.2% |
| 3Y | +105.3% | -99.9% | +205.2% | +107.3% |
| 5Y | +66.8% | -99.9% | +166.7% | +65.3% |
| All | +67.5% | -99.9% | +167.3% | +67.1% |
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