-5.2%
DASH vs DFNS
-100.0%
+94.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.2% | +12.1% | -0.1% |
| 7D | +0.4% | -44.0% | +44.4% | +0.5% |
| 30D | -6.0% | -69.1% | +63.1% | -5.9% |
| 3M | -15.8% | -95.6% | +79.9% | -15.3% |
| 6M | +7.0% | -96.2% | +103.1% | +6.6% |
| YTD | -20.7% | -99.6% | +78.9% | -21.2% |
| 1Y | -8.5% | -99.7% | +91.2% | -9.3% |
| 3Y | +101.8% | -100.0% | +201.8% | +99.3% |
| 5Y | -9.6% | -100.0% | +90.4% | -9.0% |
| All | -5.2% | -100.0% | +94.8% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling