-100.0%
DFNS vs ACWI
+121.3%
-221.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.5% |
| 7D | -6.0% | +2.4% | -8.4% | -5.8% |
| 30D | -71.2% | -1.7% | -69.5% | -71.2% |
| 3M | -94.5% | -3.9% | -90.6% | -94.6% |
| 6M | -96.5% | +0.8% | -97.3% | -96.5% |
| YTD | -99.6% | +11.0% | -110.7% | -99.6% |
| 1Y | -99.7% | +13.1% | -112.8% | -99.7% |
| 3Y | -100.0% | +73.9% | -173.9% | -100.0% |
| 5Y | -100.0% | +59.0% | -159.0% | -100.0% |
| All | -100.0% | +121.3% | -221.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling