-100.0%
DFNS vs D
+13.7%
-113.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.4% |
| 7D | -6.0% | -1.4% | -4.6% | -6.5% |
| 30D | -71.2% | +7.7% | -78.9% | -70.2% |
| 3M | -94.5% | -0.3% | -94.2% | -94.5% |
| 6M | -96.5% | +10.1% | -106.6% | -96.4% |
| YTD | -99.6% | +19.1% | -118.7% | -99.6% |
| 1Y | -99.7% | +15.9% | -115.6% | -99.7% |
| 3Y | -100.0% | +75.0% | -175.0% | -100.0% |
| 5Y | -100.0% | +13.4% | -113.3% | -100.0% |
| All | -100.0% | +13.7% | -113.7% | -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