+219.8%
ARM vs DFNS
-100.0%
+319.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +12.7% | -0.7% | +12.1% |
| 7D | +6.0% | -13.0% | +19.0% | +6.0% |
| 30D | -20.3% | -56.9% | +36.5% | -20.4% |
| 3M | -24.4% | -93.2% | +68.8% | -24.7% |
| 6M | -4.4% | -95.4% | +91.1% | -4.6% |
| YTD | +86.0% | -99.5% | +185.5% | +85.0% |
| 1Y | +35.8% | -99.6% | +135.4% | +35.0% |
| 3Y | +289.1% | -100.0% | +389.0% | +286.9% |
| All | +219.8% | -100.0% | +319.8% | +213.3% |
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