-9.3%
TEAM vs DFNS
-100.0%
+90.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +0.8% |
| 7D | -17.2% | -42.8% | +25.6% | -17.3% |
| 30D | -25.1% | -67.6% | +42.5% | -25.2% |
| 3M | +3.9% | -94.9% | +98.8% | +3.5% |
| 6M | +69.1% | -96.7% | +165.8% | +67.6% |
| YTD | -4.5% | -99.6% | +95.1% | -6.2% |
| 1Y | -1.9% | -99.7% | +97.9% | -3.8% |
| 3Y | -9.3% | -100.0% | +90.6% | -6.9% |
| All | -9.3% | -100.0% | +90.6% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling