+102.1%
DASH vs DFNS
-100.0%
+202.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -19.6% | +10.2% | -9.4% |
| 7D | +0.5% | -37.4% | +37.9% | +0.6% |
| 30D | -7.1% | -65.8% | +58.7% | -6.9% |
| 3M | -13.2% | -95.0% | +81.8% | -12.8% |
| 6M | +8.3% | -95.8% | +104.1% | +7.9% |
| YTD | -20.6% | -99.5% | +79.0% | -21.1% |
| 1Y | -24.4% | -99.7% | +75.3% | -25.0% |
| All | +102.1% | -100.0% | +202.0% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling