-99.9%
DFNS vs DAR
+143.8%
-243.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.3% |
| 7D | +0.8% | -0.9% | +1.7% | +0.9% |
| 30D | -73.2% | +13.0% | -86.2% | -73.6% |
| 3M | -72.4% | +15.0% | -87.4% | -73.3% |
| 6M | -95.2% | +26.8% | -122.1% | -95.5% |
| YTD | -98.0% | +86.4% | -184.4% | -98.3% |
| 1Y | -98.3% | +115.1% | -213.4% | -98.6% |
| 3Y | -99.9% | +14.6% | -114.5% | -99.9% |
| 5Y | -99.9% | -8.8% | -91.1% | -99.9% |
| All | -99.9% | +143.8% | -243.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling