-99.9%
DFNS vs D
+5.6%
-105.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.4% |
| 7D | -16.0% | +1.5% | -17.5% | -15.4% |
| 30D | -77.7% | -2.6% | -75.1% | -78.0% |
| 3M | -77.2% | 0.0% | -77.2% | -77.3% |
| 6M | -95.2% | +7.4% | -102.5% | -95.1% |
| YTD | -98.0% | +15.9% | -113.8% | -97.9% |
| 1Y | -98.3% | +18.1% | -116.4% | -98.2% |
| 3Y | -99.9% | +58.4% | -158.3% | -99.9% |
| All | -99.9% | +5.6% | -105.4% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling