+11.7%
DASH vs DFNS
-99.9%
+111.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.6% |
| 7D | -10.6% | -16.0% | +5.4% | -10.5% |
| 30D | +2.2% | -77.7% | +79.8% | +2.4% |
| 3M | +32.3% | -77.2% | +109.5% | +31.5% |
| 6M | +19.1% | -95.2% | +114.3% | +18.1% |
| YTD | -6.5% | -98.0% | +91.5% | -7.4% |
| 1Y | -14.9% | -98.3% | +83.4% | -15.7% |
| 3Y | +151.9% | -99.9% | +251.8% | +149.0% |
| 5Y | +9.4% | -99.9% | +109.3% | +10.2% |
| All | +11.7% | -99.9% | +111.6% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling