+147.4%
ADI vs DFNS
-100.0%
+247.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.0% | +11.5% | +8.6% |
| 7D | -4.4% | -42.8% | +38.4% | -4.4% |
| 30D | -2.8% | -67.6% | +64.7% | -2.9% |
| 3M | +1.5% | -94.9% | +96.4% | +1.3% |
| 6M | -4.7% | -96.7% | +92.0% | -4.8% |
| YTD | +46.8% | -99.6% | +146.4% | +46.5% |
| 1Y | +74.9% | -99.7% | +174.6% | +74.5% |
| 3Y | +147.4% | -100.0% | +247.4% | +152.5% |
| All | +147.4% | -100.0% | +247.4% | +152.5% |
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