+68.1%
COST vs DFNS
-99.9%
+168.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.8% |
| 7D | -2.8% | +4.6% | -7.4% | -2.8% |
| 30D | -5.3% | -73.9% | +68.6% | -5.4% |
| 3M | -6.7% | -71.7% | +65.0% | -6.5% |
| 6M | -9.9% | -94.6% | +84.6% | -10.0% |
| YTD | +5.1% | -98.1% | +103.2% | +4.8% |
| 1Y | -7.3% | -98.3% | +91.0% | -7.5% |
| All | +68.1% | -99.9% | +168.0% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling