+61.6%
DDOG vs DFNS
-98.3%
+159.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | -10.1% | -16.0% | +5.8% | -9.9% |
| 30D | -24.8% | -77.7% | +52.9% | -23.3% |
| 3M | -12.6% | -77.2% | +64.6% | -9.5% |
| 6M | +79.9% | -95.2% | +175.1% | +89.9% |
| YTD | +56.6% | -98.0% | +154.5% | +64.9% |
| 1Y | +61.6% | -98.3% | +159.8% | +49.3% |
| All | +61.6% | -98.3% | +159.9% | +49.3% |
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 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