+114.5%
ADI vs DFNS
-99.9%
+214.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.3% |
| 7D | +2.4% | +0.8% | +1.7% | +2.4% |
| 30D | -6.6% | -73.2% | +66.7% | -6.7% |
| 3M | -9.8% | -72.4% | +62.6% | -9.8% |
| 6M | +15.7% | -95.2% | +110.9% | +15.6% |
| YTD | +35.1% | -98.0% | +133.1% | +35.0% |
| 1Y | +47.7% | -98.3% | +146.0% | +47.6% |
| 3Y | +114.5% | -99.9% | +214.3% | +116.1% |
| All | +114.5% | -99.9% | +214.3% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling