+253.6%
ADI vs DFNS
-99.9%
+353.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | +0.4% | -16.0% | +16.4% | +0.4% |
| 30D | -3.8% | -77.7% | +73.9% | -3.9% |
| 3M | -15.3% | -77.2% | +61.9% | -15.2% |
| 6M | +6.7% | -95.2% | +101.9% | +6.6% |
| YTD | +34.8% | -98.0% | +132.7% | +34.6% |
| 1Y | +49.0% | -98.3% | +147.3% | +48.9% |
| 3Y | +108.1% | -99.9% | +208.0% | +108.8% |
| 5Y | +142.4% | -99.9% | +242.3% | +151.6% |
| All | +253.6% | -99.9% | +353.5% | +276.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling