+19.2%
U vs DFNS
-99.7%
+119.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | 0.0% |
| 7D | +32.3% | -42.8% | +75.1% | +34.5% |
| 30D | +9.7% | -67.6% | +77.3% | +13.6% |
| 3M | +19.6% | -94.9% | +114.5% | +31.5% |
| 6M | +82.6% | -96.7% | +179.4% | +110.1% |
| YTD | +16.4% | -99.6% | +116.0% | +67.7% |
| All | +19.2% | -99.7% | +119.0% | +81.5% |
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