+50.6%
DDOG vs DFNS
-99.9%
+150.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | -6.1% | +0.8% | -6.9% | -6.1% |
| 30D | -10.1% | -73.2% | +63.1% | -10.0% |
| 3M | -9.3% | -72.4% | +63.2% | -9.4% |
| 6M | +67.2% | -95.2% | +162.4% | +66.8% |
| YTD | +54.6% | -98.0% | +152.6% | +54.1% |
| 1Y | +54.1% | -98.3% | +152.3% | +53.6% |
| 3Y | +115.3% | -99.9% | +215.1% | +100.6% |
| 5Y | +50.6% | -99.9% | +150.5% | +51.7% |
| All | +50.6% | -99.9% | +150.5% | +51.7% |
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