-5.1%
COST vs DFNS
-98.2%
+93.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | 0.0% |
| 7D | -2.5% | -3.3% | +0.9% | -2.5% |
| 30D | -4.4% | -73.1% | +68.7% | -4.1% |
| 3M | -8.1% | -71.4% | +63.3% | -10.0% |
| 6M | -9.2% | -93.8% | +84.6% | -11.0% |
| YTD | +5.1% | -98.0% | +103.2% | +3.0% |
| 1Y | -5.1% | -98.2% | +93.1% | -2.7% |
| All | -5.1% | -98.2% | +93.1% | -2.7% |
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 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