+20.3%
ARM vs DFNS
-99.7%
+120.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.0% | +9.7% | +6.7% |
| 7D | -5.3% | -42.8% | +37.5% | -4.9% |
| 30D | -30.0% | -67.6% | +37.5% | -29.5% |
| 3M | -34.1% | -94.9% | +60.8% | -33.4% |
| 6M | -12.6% | -96.7% | +84.1% | -11.0% |
| YTD | +70.4% | -99.6% | +170.0% | +88.8% |
| All | +20.3% | -99.7% | +120.1% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling