-100.0%
DFNS vs ACWI
+59.2%
-159.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.5% | +13.3% | +12.8% |
| 7D | -37.0% | -0.2% | -36.8% | -36.9% |
| 30D | -63.4% | -3.3% | -60.1% | -63.5% |
| 3M | -94.1% | -3.4% | -90.7% | -94.1% |
| 6M | -96.3% | +0.8% | -97.1% | -96.3% |
| YTD | -99.6% | +10.7% | -110.3% | -99.5% |
| 1Y | -99.7% | +11.6% | -111.3% | -99.7% |
| 3Y | -100.0% | +73.4% | -173.4% | -100.0% |
| 5Y | -100.0% | +60.2% | -160.1% | -100.0% |
| All | -100.0% | +59.2% | -159.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling