+43.2%
TER vs DFNS
-99.6%
+142.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -18.3% | +11.5% | -6.6% |
| 7D | -19.9% | -27.7% | +7.8% | -19.6% |
| 30D | -43.5% | -58.0% | +14.4% | -43.0% |
| 3M | -37.8% | -94.0% | +56.2% | -36.4% |
| 6M | -25.6% | -94.6% | +69.0% | -16.5% |
| YTD | +29.8% | -99.4% | +129.3% | +66.7% |
| 1Y | +43.2% | -99.6% | +142.8% | +93.2% |
| All | +43.2% | -99.6% | +142.8% | +93.2% |
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