-100.0%
DFNS vs D
+14.4%
-114.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.5% | +13.2% | +12.5% |
| 7D | -13.0% | -2.4% | -10.6% | -13.9% |
| 30D | -56.9% | +9.0% | -65.9% | -55.2% |
| 3M | -93.2% | +1.0% | -94.2% | -93.2% |
| 6M | -95.4% | +11.0% | -106.4% | -95.3% |
| YTD | -99.5% | +19.8% | -119.3% | -99.5% |
| 1Y | -99.6% | +16.0% | -115.6% | -99.6% |
| 3Y | -100.0% | +74.4% | -174.3% | -100.0% |
| 5Y | -100.0% | +13.5% | -113.5% | -100.0% |
| All | -100.0% | +14.4% | -114.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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