+283.9%
ADI vs DFNS
-100.0%
+383.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.8% | -13.2% | -0.3% |
| 7D | -6.3% | -37.0% | +30.7% | -6.3% |
| 30D | -3.2% | -63.4% | +60.2% | -3.2% |
| 3M | +2.8% | -94.1% | +96.8% | +2.5% |
| 6M | -5.0% | -96.3% | +91.3% | -5.1% |
| YTD | +46.3% | -99.6% | +145.9% | +46.0% |
| 1Y | +71.6% | -99.7% | +171.4% | +71.2% |
| 3Y | +139.2% | -100.0% | +239.1% | +139.5% |
| 5Y | +136.4% | -100.0% | +236.4% | +144.7% |
| All | +283.9% | -100.0% | +383.9% | +307.7% |
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