+107.7%
COST vs DFNS
-99.9%
+207.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.3% |
| 7D | -1.2% | -6.3% | +5.1% | -1.2% |
| 30D | -4.7% | -74.0% | +69.2% | -4.9% |
| 3M | -7.1% | -70.1% | +63.0% | -6.9% |
| 6M | -8.5% | -93.9% | +85.4% | -8.6% |
| YTD | +5.4% | -98.1% | +103.5% | +5.1% |
| 1Y | -5.6% | -98.3% | +92.7% | -5.9% |
| 3Y | +68.5% | -99.9% | +168.4% | +66.7% |
| All | +107.7% | -99.9% | +207.6% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling