+269.1%
COST vs DFNS
-100.0%
+369.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.3% |
| 7D | +5.0% | -6.0% | +11.0% | +5.0% |
| 30D | +12.8% | -71.2% | +84.0% | +12.6% |
| 3M | +15.2% | -94.5% | +109.7% | +14.8% |
| 6M | +7.4% | -96.5% | +103.9% | +7.3% |
| YTD | +29.0% | -99.6% | +128.7% | +28.4% |
| 1Y | +20.3% | -99.7% | +120.0% | +19.7% |
| 3Y | +99.0% | -100.0% | +199.0% | +96.7% |
| 5Y | +125.7% | -100.0% | +225.6% | +123.2% |
| All | +269.1% | -100.0% | +369.1% | +277.0% |
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