-14.9%
DASH vs DFNS
-98.3%
+83.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.6% |
| 7D | -10.6% | -16.0% | +5.4% | -10.1% |
| 30D | +2.2% | -77.7% | +79.8% | +6.4% |
| 3M | +32.3% | -77.2% | +109.5% | +32.9% |
| 6M | +19.1% | -95.2% | +114.3% | +34.9% |
| YTD | -6.5% | -98.0% | +91.5% | +11.4% |
| 1Y | -14.9% | -98.3% | +83.4% | +6.4% |
| All | -14.9% | -98.3% | +83.4% | +6.4% |
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