+200.0%
C vs DFNS
-100.0%
+300.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +12.7% | -11.1% | +1.6% |
| 7D | -0.4% | -13.0% | +12.6% | -0.4% |
| 30D | -5.3% | -56.9% | +51.5% | -5.4% |
| 3M | -8.0% | -93.2% | +85.2% | -8.1% |
| 6M | -0.3% | -95.4% | +95.2% | -0.3% |
| YTD | +8.6% | -99.5% | +108.2% | +8.2% |
| 1Y | +25.8% | -99.6% | +125.5% | +25.3% |
| 3Y | +221.2% | -100.0% | +321.1% | +223.6% |
| 5Y | +113.6% | -100.0% | +213.5% | +107.6% |
| All | +200.0% | -100.0% | +300.0% | +191.0% |
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 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