+256.4%
ADI vs DFNS
-99.9%
+356.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +0.5% |
| 7D | +2.6% | +4.6% | -2.0% | +2.6% |
| 30D | -4.6% | -73.9% | +69.3% | -4.7% |
| 3M | -9.5% | -71.7% | +62.2% | -9.5% |
| 6M | +14.8% | -94.6% | +109.4% | +14.8% |
| YTD | +35.8% | -98.1% | +133.9% | +35.7% |
| 1Y | +48.9% | -98.3% | +147.2% | +48.8% |
| 3Y | +115.6% | -99.9% | +215.4% | +116.1% |
| 5Y | +135.1% | -99.9% | +235.0% | +143.8% |
| All | +256.4% | -99.9% | +356.2% | +278.9% |
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 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