+19.8%
DDOG vs DFNS
-99.6%
+119.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -18.3% | +3.9% | -14.1% |
| 7D | -32.2% | -27.7% | -4.6% | -31.8% |
| 30D | -31.7% | -58.0% | +26.2% | -30.8% |
| 3M | -34.5% | -94.0% | +59.5% | -32.1% |
| 6M | +28.7% | -94.6% | +123.2% | +35.2% |
| YTD | +38.8% | -99.4% | +138.2% | +26.6% |
| 1Y | +19.8% | -99.6% | +119.5% | +5.0% |
| All | +19.8% | -99.6% | +119.4% | +5.0% |
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 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