-99.6%
DFNS vs DAR
+63.3%
-162.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -2.5% | -15.9% | -19.5% |
| 7D | -27.7% | -5.7% | -22.0% | -30.0% |
| 30D | -58.0% | -16.6% | -41.4% | -61.6% |
| 3M | -94.0% | -13.1% | -80.9% | -94.3% |
| 6M | -94.6% | -18.8% | -75.8% | -94.9% |
| YTD | -99.4% | +45.3% | -144.7% | -99.6% |
| 1Y | -99.6% | +60.6% | -160.3% | -99.8% |
| All | -99.6% | +63.3% | -162.9% | -99.8% |
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