-0.9%
TEAM vs DFNS
-99.9%
+99.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | -0.4% | -16.0% | +15.6% | -0.5% |
| 30D | +67.3% | -77.7% | +145.0% | +66.9% |
| 3M | +86.8% | -77.2% | +164.0% | +85.7% |
| 6M | +146.8% | -95.2% | +242.0% | +143.7% |
| YTD | +16.9% | -98.0% | +114.9% | +15.0% |
| 1Y | +12.8% | -98.3% | +111.1% | +11.0% |
| 3Y | -7.3% | -99.9% | +92.6% | -9.5% |
| 5Y | -50.7% | -99.9% | +49.2% | -49.4% |
| All | -0.9% | -99.9% | +99.0% | +1.8% |
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