+96.5%
COST vs DFNS
-100.0%
+196.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -19.4% | +19.8% | +0.4% |
| 7D | +2.5% | -12.7% | +15.2% | +2.5% |
| 30D | +14.6% | -65.2% | +79.8% | +14.4% |
| 3M | +15.2% | -94.6% | +109.8% | +14.8% |
| 6M | +7.2% | -96.2% | +103.5% | +7.1% |
| YTD | +27.4% | -99.6% | +127.0% | +26.8% |
| 1Y | +20.2% | -99.7% | +119.9% | +19.6% |
| All | +96.5% | -100.0% | +196.5% | +95.1% |
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