-39.0%
U vs DFNS
-99.9%
+60.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -3.8% | -16.0% | +12.2% | -3.8% |
| 30D | +17.5% | -77.7% | +95.1% | +17.7% |
| 3M | +38.7% | -77.2% | +115.9% | +38.2% |
| 6M | +104.4% | -95.2% | +199.6% | +103.0% |
| YTD | -5.7% | -98.0% | +92.3% | -6.5% |
| 1Y | +3.7% | -98.3% | +101.9% | +2.8% |
| 3Y | +12.3% | -99.9% | +112.2% | +9.3% |
| 5Y | -68.8% | -99.9% | +31.0% | -68.0% |
| All | -39.0% | -99.9% | +60.8% | -25.9% |
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 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