-8.9%
DASH vs DFNS
-100.0%
+91.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -19.4% | +16.2% | -3.1% |
| 7D | -4.1% | -12.7% | +8.6% | -4.1% |
| 30D | -10.6% | -65.2% | +54.6% | -10.5% |
| 3M | -18.8% | -94.6% | +75.8% | -18.4% |
| 6M | +11.2% | -96.2% | +107.4% | +10.8% |
| YTD | -23.8% | -99.6% | +75.8% | -24.3% |
| 1Y | -12.2% | -99.7% | +87.5% | -12.8% |
| 3Y | +97.3% | -100.0% | +197.3% | +95.6% |
| 5Y | -29.8% | -100.0% | +70.1% | -29.4% |
| All | -8.9% | -100.0% | +91.0% | -9.3% |
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 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