-5.8%
DASH vs DFNS
-100.0%
+94.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.7% |
| 7D | -4.8% | -42.8% | +38.0% | -4.7% |
| 30D | -7.9% | -67.6% | +59.6% | -7.7% |
| 3M | -16.3% | -94.9% | +78.5% | -15.9% |
| 6M | +10.4% | -96.7% | +107.1% | +10.0% |
| YTD | -20.1% | -99.6% | +79.5% | -20.6% |
| 1Y | -11.4% | -99.7% | +88.3% | -12.1% |
| 3Y | +114.1% | -100.0% | +214.1% | +113.2% |
| 5Y | -5.8% | -100.0% | +94.2% | -12.0% |
| All | -5.8% | -100.0% | +94.2% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling