+205.1%
COST vs DFNS
-99.9%
+305.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -3.1% | -16.0% | +12.9% | -3.2% |
| 30D | -2.8% | -77.7% | +74.9% | -3.0% |
| 3M | -5.7% | -77.2% | +71.5% | -5.5% |
| 6M | -8.8% | -95.2% | +86.4% | -8.9% |
| YTD | +6.7% | -98.0% | +104.6% | +6.4% |
| 1Y | -3.6% | -98.3% | +94.6% | -3.9% |
| 3Y | +75.1% | -99.9% | +175.0% | +73.3% |
| 5Y | +108.9% | -99.9% | +208.8% | +107.2% |
| All | +205.1% | -99.9% | +305.0% | +212.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling