+23.7%
ACN vs DFNS
-100.0%
+123.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -19.4% | +17.9% | -1.4% |
| 7D | -5.7% | -12.7% | +6.9% | -5.7% |
| 30D | +17.0% | -65.2% | +82.3% | +17.3% |
| 3M | +39.9% | -94.6% | +134.4% | +40.6% |
| 6M | +50.2% | -96.2% | +146.4% | +49.7% |
| YTD | -4.2% | -99.6% | +95.4% | -4.5% |
| 1Y | +4.3% | -99.7% | +104.0% | +3.9% |
| 3Y | -17.1% | -100.0% | +82.9% | -18.9% |
| 5Y | -26.5% | -100.0% | +73.5% | -26.7% |
| All | +23.7% | -100.0% | +123.7% | +27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling