-100.0%
DFNS vs DAR
+103.4%
-203.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.7% |
| 7D | -6.0% | +11.6% | -17.5% | -8.0% |
| 30D | -71.2% | -10.2% | -60.9% | -70.6% |
| 3M | -94.5% | -14.8% | -79.7% | -94.3% |
| 6M | -96.5% | -10.1% | -86.5% | -96.5% |
| YTD | -99.6% | +55.5% | -155.2% | -99.7% |
| 1Y | -99.7% | +61.7% | -161.4% | -99.7% |
| 3Y | -100.0% | +37.2% | -137.1% | -100.0% |
| 5Y | -100.0% | -26.9% | -73.0% | -100.0% |
| All | -100.0% | +103.4% | -203.4% | -100.0% |
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