-6.4%
DDOG vs DFNS
-100.0%
+93.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -12.2% | +14.8% | +2.6% |
| 7D | -23.9% | -44.0% | +20.1% | -23.8% |
| 30D | -34.0% | -69.1% | +35.1% | -33.9% |
| 3M | -21.9% | -95.6% | +73.7% | -21.6% |
| 6M | +24.6% | -96.2% | +120.8% | +24.7% |
| YTD | +31.7% | -99.6% | +131.3% | +31.6% |
| 1Y | -6.2% | -99.7% | +93.6% | -6.3% |
| 3Y | +125.1% | -100.0% | +225.0% | +107.7% |
| All | -6.4% | -100.0% | +93.5% | +2.0% |
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