-11.2%
DASH vs DFNS
-99.7%
+88.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.8% | -14.3% | -1.9% |
| 7D | -2.8% | -37.0% | +34.2% | -1.6% |
| 30D | -9.3% | -63.4% | +54.1% | -7.0% |
| 3M | -15.1% | -94.1% | +79.0% | -8.8% |
| 6M | +8.7% | -96.3% | +105.1% | +17.5% |
| YTD | -21.3% | -99.6% | +78.3% | -6.7% |
| All | -11.2% | -99.7% | +88.5% | +6.1% |
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