-100.0%
DFNS vs ACWI
+70.3%
-170.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | 0.0% | -12.2% | -12.2% |
| 7D | -44.0% | -2.4% | -41.7% | -44.2% |
| 30D | -69.1% | -5.2% | -63.9% | -69.5% |
| 3M | -95.6% | -4.8% | -90.8% | -95.7% |
| 6M | -96.2% | -1.3% | -94.9% | -96.2% |
| YTD | -99.6% | +8.4% | -108.0% | -99.6% |
| 1Y | -99.7% | +11.0% | -110.8% | -99.7% |
| 3Y | -100.0% | +70.6% | -170.5% | -100.0% |
| All | -100.0% | +70.3% | -170.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling