+194.6%
C vs DFNS
-100.0%
+294.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.4% | +2.5% |
| 7D | -0.9% | -42.8% | +41.9% | -0.9% |
| 30D | -5.4% | -67.6% | +62.2% | -5.4% |
| 3M | -9.2% | -94.9% | +85.7% | -9.3% |
| 6M | -1.8% | -96.7% | +94.9% | -1.9% |
| YTD | +6.7% | -99.6% | +106.3% | +6.3% |
| 1Y | +23.5% | -99.7% | +123.3% | +23.0% |
| 3Y | +219.8% | -100.0% | +319.8% | +222.2% |
| 5Y | +112.4% | -100.0% | +212.4% | +106.5% |
| All | +194.6% | -100.0% | +294.6% | +185.7% |
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