-98.3%
DFNS vs DAR
+104.4%
-202.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.4% |
| 7D | -16.0% | +1.4% | -17.3% | -15.8% |
| 30D | -77.7% | +12.8% | -90.5% | -76.6% |
| 3M | -77.2% | +7.4% | -84.5% | -77.1% |
| 6M | -95.2% | +22.3% | -117.4% | -95.7% |
| YTD | -98.0% | +81.1% | -179.1% | -98.6% |
| 1Y | -98.3% | +106.5% | -204.8% | -98.9% |
| All | -98.3% | +104.4% | -202.6% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling